+448.2%
HUT vs CRH
+224.3%
+223.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.0% | +7.8% | +7.9% |
| 7D | +5.4% | -6.1% | +11.5% | +11.4% |
| 30D | +8.6% | -9.3% | +17.9% | +18.2% |
| 3M | -15.2% | -15.2% | 0.0% | -4.1% |
| 6M | +92.9% | -14.2% | +107.1% | +119.2% |
| YTD | +114.6% | -28.3% | +142.9% | +189.6% |
| 1Y | +208.5% | -21.8% | +230.3% | +283.9% |
| 3Y | +821.5% | +71.6% | +749.9% | +462.0% |
| 5Y | +101.8% | +96.6% | +5.2% | +12.3% |
| All | +448.2% | +224.3% | +223.9% | +116.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling