+94.1%
HUT vs GWW
+222.6%
-128.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -2.7% | +9.0% | +8.8% |
| 7D | +28.3% | -1.5% | +29.8% | +29.9% |
| 30D | +12.3% | +1.1% | +11.2% | +10.5% |
| 3M | -16.8% | -1.0% | -15.8% | -16.9% |
| 6M | +111.4% | +16.3% | +95.1% | +82.4% |
| YTD | +116.6% | +28.5% | +88.1% | +69.9% |
| 1Y | +290.5% | +30.3% | +260.2% | +201.1% |
| 3Y | +792.3% | +91.6% | +700.7% | +388.8% |
| 5Y | +94.1% | +224.0% | -129.8% | -29.6% |
| All | +94.1% | +222.6% | -128.5% | -29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling