-21.3%
HUT vs EW
-7.9%
-13.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.3% | -8.4% | -8.0% |
| 7D | +9.3% | +4.9% | +4.4% | +5.7% |
| 30D | -23.1% | +23.9% | -47.1% | -34.8% |
| 3M | -30.6% | +15.8% | -46.4% | -38.6% |
| 6M | -46.9% | +31.7% | -78.5% | -58.0% |
| YTD | +25.3% | +25.7% | -0.4% | +2.4% |
| 1Y | +59.8% | +24.4% | +35.4% | +31.9% |
| 3Y | +467.2% | +65.9% | +401.3% | +209.4% |
| All | -21.3% | -7.9% | -13.4% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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