+220.1%
HUT vs AWK
+121.1%
+99.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.4% | -8.5% | -7.2% |
| 7D | +9.3% | +0.1% | +9.2% | +9.3% |
| 30D | -23.1% | +14.3% | -37.4% | -24.1% |
| 3M | -30.6% | +10.3% | -40.9% | -31.3% |
| 6M | -46.9% | +18.9% | -65.8% | -48.2% |
| YTD | +25.3% | +17.7% | +7.6% | +21.7% |
| 1Y | +59.8% | +16.9% | +43.0% | +55.0% |
| 3Y | +467.2% | +32.2% | +435.0% | +397.2% |
| 5Y | -24.6% | -2.2% | -22.5% | -26.3% |
| All | +220.1% | +121.1% | +99.0% | +166.5% |
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