+94.1%
HUT vs BWA
+88.6%
+5.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.9% | +8.3% | +7.9% |
| 7D | +28.3% | +4.3% | +24.0% | +23.9% |
| 30D | +12.3% | -2.9% | +15.2% | +14.5% |
| 3M | -16.8% | -12.4% | -4.4% | -7.2% |
| 6M | +111.4% | +28.6% | +82.8% | +76.8% |
| YTD | +116.6% | +48.2% | +68.3% | +52.4% |
| 1Y | +290.5% | +50.9% | +239.5% | +166.3% |
| 3Y | +792.3% | +72.2% | +720.1% | +423.8% |
| 5Y | +94.1% | +91.1% | +3.1% | -10.1% |
| All | +94.1% | +88.6% | +5.5% | -10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling