+215.7%
HUT vs ACWI
+148.0%
+67.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | 0.0% | +0.6% |
| 7D | -10.9% | -0.2% | -10.8% | -11.6% |
| 30D | -32.6% | -3.3% | -29.4% | -27.1% |
| 3M | -33.7% | -3.4% | -30.3% | -27.4% |
| 6M | -42.3% | +0.8% | -43.1% | -41.6% |
| YTD | +23.6% | +10.7% | +12.9% | +8.3% |
| 1Y | +20.4% | +11.6% | +8.7% | +4.8% |
| 3Y | +423.2% | +73.4% | +349.8% | +117.1% |
| 5Y | -19.4% | +60.2% | -79.6% | -55.3% |
| All | +215.7% | +148.0% | +67.6% | +13.2% |
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