+453.2%
HUT vs BBWI
-31.2%
+484.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -3.1% | +9.5% | +7.5% |
| 7D | +28.3% | +1.6% | +26.7% | +27.5% |
| 30D | +12.3% | -6.2% | +18.5% | +13.5% |
| 3M | -16.8% | +4.3% | -21.2% | -19.7% |
| 6M | +111.4% | -7.2% | +118.5% | +110.9% |
| YTD | +116.6% | -3.0% | +119.6% | +111.9% |
| 1Y | +290.5% | -30.8% | +321.2% | +325.7% |
| 3Y | +792.3% | -43.4% | +835.7% | +898.4% |
| 5Y | +94.1% | -66.7% | +160.9% | +152.0% |
| All | +453.2% | -31.2% | +484.4% | +383.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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