+215.7%
HUT vs BWA
+33.1%
+182.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | +0.8% |
| 7D | -10.9% | -2.4% | -8.5% | -8.8% |
| 30D | -32.6% | -17.7% | -14.9% | -22.4% |
| 3M | -33.7% | -27.0% | -6.7% | -17.8% |
| 6M | -42.3% | -17.3% | -25.0% | -33.3% |
| YTD | +23.6% | +12.9% | +10.7% | +15.4% |
| 1Y | +20.4% | +12.9% | +7.4% | +12.2% |
| 3Y | +423.2% | +62.1% | +361.1% | +282.8% |
| 5Y | -19.4% | +30.7% | -50.1% | -34.4% |
| All | +215.7% | +33.1% | +182.5% | +85.3% |
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