+192.7%
HUT vs ACWI
+142.8%
+49.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | 0.0% | +14.6% | +14.7% |
| 7D | -11.4% | -2.4% | -9.0% | -7.7% |
| 30D | -41.0% | -5.2% | -35.9% | -33.3% |
| 3M | -41.9% | -4.8% | -37.1% | -34.4% |
| 6M | -51.7% | -1.3% | -50.4% | -48.7% |
| YTD | +14.6% | +8.4% | +6.2% | +5.1% |
| 1Y | +21.4% | +11.0% | +10.4% | +7.1% |
| 3Y | +359.8% | +70.6% | +289.3% | +97.7% |
| 5Y | -27.5% | +55.3% | -82.8% | -57.3% |
| All | +192.7% | +142.8% | +49.9% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 10y: compounded portfolio wealth divided by compounded ACWI 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…
10y analysis · Full analysis span regression · 6 months rolling