+420.1%
HUT vs GWW
+442.4%
-22.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.9% | +5.3% | +5.7% |
| 7D | +17.8% | +1.4% | +16.4% | +16.9% |
| 30D | +0.8% | +3.3% | -2.4% | -1.3% |
| 3M | -26.8% | +2.9% | -29.7% | -28.3% |
| 6M | +72.6% | +15.8% | +56.8% | +58.6% |
| YTD | +103.6% | +32.0% | +71.6% | +73.5% |
| 1Y | +265.3% | +29.9% | +235.4% | +213.4% |
| 3Y | +689.4% | +91.1% | +598.3% | +466.8% |
| 5Y | +75.3% | +223.9% | -148.6% | +2.6% |
| All | +420.1% | +442.4% | -22.2% | +173.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling