+265.3%
HUT vs AWK
+1.8%
+263.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.1% | +6.3% | +6.0% |
| 7D | +17.8% | +1.7% | +16.0% | +20.4% |
| 30D | +0.8% | +5.6% | -4.7% | +9.4% |
| 3M | -26.8% | +15.9% | -42.6% | -8.0% |
| 6M | +72.6% | +4.6% | +68.0% | +93.9% |
| YTD | +103.6% | +10.1% | +93.6% | +149.1% |
| 1Y | +265.3% | +2.1% | +263.2% | +318.3% |
| All | +265.3% | +1.8% | +263.5% | +318.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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