+244.6%
HUT vs BBWI
-23.2%
+267.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.9% | +4.4% | +2.5% |
| 7D | +34.9% | -4.5% | +39.4% | +36.9% |
| 30D | -25.9% | +17.1% | -43.0% | -31.1% |
| 3M | -31.7% | +17.5% | -49.2% | -37.4% |
| 6M | -42.2% | +12.8% | -55.1% | -46.8% |
| YTD | +34.9% | +8.2% | +26.8% | +24.8% |
| 1Y | +48.5% | -1.8% | +50.3% | +40.7% |
| 3Y | +471.2% | -25.8% | +497.0% | +471.8% |
| 5Y | -18.9% | -68.0% | +49.1% | +3.5% |
| All | +244.6% | -23.2% | +267.8% | +184.8% |
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