+227.4%
HUT vs AWK
+3.3%
+224.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | +18.9% | +0.6% | +18.3% | +19.8% |
| 30D | +12.0% | +4.3% | +7.7% | +19.5% |
| 3M | -14.9% | +12.5% | -27.4% | +3.0% |
| 6M | +96.8% | +3.3% | +93.5% | +117.2% |
| YTD | +108.8% | +9.8% | +99.0% | +155.1% |
| 1Y | +227.4% | +2.9% | +224.5% | +276.7% |
| All | +227.4% | +3.3% | +224.1% | +276.7% |
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