+420.1%
HUT vs ACWI
+158.0%
+262.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | 0.0% | +6.2% | +6.3% |
| 7D | +17.8% | +0.5% | +17.3% | +16.7% |
| 30D | +0.8% | +0.9% | 0.0% | -1.0% |
| 3M | -26.8% | +2.4% | -29.2% | -29.4% |
| 6M | +72.6% | +12.4% | +60.2% | +41.1% |
| YTD | +103.6% | +15.2% | +88.5% | +61.5% |
| 1Y | +265.3% | +22.7% | +242.6% | +161.5% |
| 3Y | +689.4% | +75.8% | +613.6% | +213.2% |
| 5Y | +75.3% | +67.7% | +7.6% | -12.2% |
| All | +420.1% | +158.0% | +262.1% | +68.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling