+403.8%
HUT vs GWW
+420.7%
-16.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.6% | -5.0% | -5.2% |
| 7D | +2.8% | -3.1% | +6.0% | +4.7% |
| 30D | +2.1% | -2.3% | +4.4% | +3.2% |
| 3M | -14.3% | -3.3% | -11.0% | -12.9% |
| 6M | +84.2% | +15.4% | +68.8% | +69.4% |
| YTD | +97.2% | +26.7% | +70.5% | +71.9% |
| 1Y | +192.7% | +29.0% | +163.8% | +152.2% |
| 3Y | +712.6% | +89.0% | +623.6% | +488.1% |
| 5Y | +85.5% | +221.8% | -136.3% | +9.8% |
| All | +403.8% | +420.7% | -16.9% | +170.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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