+420.1%
HUT vs BWA
+78.2%
+341.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.8% | +3.4% | +4.4% |
| 7D | +17.8% | +5.7% | +12.1% | +13.8% |
| 30D | +0.8% | +1.4% | -0.6% | -0.4% |
| 3M | -26.8% | -12.1% | -14.7% | -19.9% |
| 6M | +72.6% | +28.6% | +44.0% | +50.8% |
| YTD | +103.6% | +51.1% | +52.5% | +55.4% |
| 1Y | +265.3% | +55.9% | +209.4% | +170.3% |
| 3Y | +689.4% | +70.1% | +619.3% | +441.0% |
| 5Y | +75.3% | +90.7% | -15.3% | +11.9% |
| All | +420.1% | +78.2% | +341.9% | +149.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling