+217.0%
HUT vs BBWI
-20.8%
+237.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.9% | +6.4% | +7.6% |
| 7D | +3.7% | -6.2% | +9.8% | +5.3% |
| 30D | -32.3% | +25.5% | -57.8% | -38.6% |
| 3M | -35.6% | +8.0% | -43.6% | -39.2% |
| 6M | -42.1% | +12.7% | -54.8% | -46.6% |
| YTD | +24.1% | +11.6% | +12.5% | +13.6% |
| 1Y | +27.9% | -0.9% | +28.8% | +20.8% |
| 3Y | +409.1% | -22.7% | +431.8% | +402.5% |
| 5Y | -25.9% | -67.2% | +41.2% | -6.4% |
| All | +217.0% | -20.8% | +237.8% | +159.2% |
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