+215.7%
HUT vs AWK
+120.9%
+94.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.5% |
| 7D | -10.9% | +2.7% | -13.6% | -11.2% |
| 30D | -32.6% | +16.7% | -49.3% | -33.6% |
| 3M | -33.7% | +11.7% | -45.5% | -34.5% |
| 6M | -42.3% | +21.9% | -64.2% | -44.0% |
| YTD | +23.6% | +17.6% | +6.0% | +20.0% |
| 1Y | +20.4% | +19.8% | +0.6% | +16.0% |
| 3Y | +423.2% | +31.0% | +392.2% | +360.4% |
| 5Y | -19.4% | -3.0% | -16.4% | -21.1% |
| All | +215.7% | +120.9% | +94.8% | +162.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling