+94.1%
HUT vs AWK
-15.0%
+109.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.2% | +6.6% | +6.4% |
| 7D | +28.3% | +2.2% | +26.1% | +28.2% |
| 30D | +12.3% | +4.4% | +7.9% | +12.2% |
| 3M | -16.8% | +15.4% | -32.2% | -17.8% |
| 6M | +111.4% | +3.5% | +107.8% | +111.5% |
| YTD | +116.6% | +9.8% | +106.8% | +114.1% |
| 1Y | +290.5% | +3.0% | +287.5% | +290.0% |
| 3Y | +792.3% | +9.7% | +782.6% | +706.6% |
| 5Y | +94.1% | -17.2% | +111.3% | +94.9% |
| All | +94.1% | -15.0% | +109.1% | +94.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling