+1.7%
HUT vs CRH
-13.9%
+15.6%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | +5.6% | -28.9% | -26.2% |
| 7D | -29.5% | +14.2% | -43.7% | -37.2% |
| 30D | -45.2% | +19.5% | -64.7% | -53.0% |
| 3M | -51.6% | +0.4% | -52.0% | -52.2% |
| 6M | -37.3% | -10.1% | -27.2% | -30.6% |
| YTD | +6.5% | -19.9% | +26.5% | +31.0% |
| 1Y | +1.7% | -14.8% | +16.6% | +7.9% |
| All | +1.7% | -13.9% | +15.6% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CRH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling