+433.3%
HUT vs BWA
+72.2%
+361.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.5% | -2.1% | -2.6% |
| 7D | +18.9% | +0.1% | +18.8% | +18.8% |
| 30D | +12.0% | -5.6% | +17.5% | +15.9% |
| 3M | -14.9% | -10.7% | -4.2% | -8.2% |
| 6M | +96.8% | +23.2% | +73.6% | +76.5% |
| YTD | +108.8% | +46.0% | +62.8% | +62.8% |
| 1Y | +227.4% | +51.2% | +176.2% | +147.4% |
| 3Y | +760.3% | +69.6% | +690.7% | +490.8% |
| 5Y | +86.1% | +86.6% | -0.5% | +20.7% |
| All | +433.3% | +72.2% | +361.1% | +161.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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