+192.7%
HUT vs BBWI
-22.2%
+215.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | -3.3% | +17.8% | +15.7% |
| 7D | -11.4% | -6.2% | -5.2% | -10.1% |
| 30D | -41.0% | +19.9% | -61.0% | -45.7% |
| 3M | -41.9% | +7.1% | -49.1% | -45.0% |
| 6M | -51.7% | +13.7% | -65.3% | -55.6% |
| YTD | +14.6% | +9.6% | +5.0% | +5.5% |
| 1Y | +21.4% | -1.6% | +23.0% | +14.9% |
| 3Y | +359.8% | -25.9% | +385.7% | +360.4% |
| 5Y | -27.5% | -67.8% | +40.3% | -7.8% |
| All | +192.7% | -22.2% | +215.0% | +140.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling