+453.2%
HUT vs HWM
+1,157.8%
-704.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -10.7% | +17.1% | +12.1% |
| 7D | +28.3% | -9.2% | +37.4% | +34.0% |
| 30D | +12.3% | -17.9% | +30.2% | +23.2% |
| 3M | -16.8% | -6.0% | -10.8% | -14.8% |
| 6M | +111.4% | -7.4% | +118.7% | +119.7% |
| YTD | +116.6% | +13.1% | +103.5% | +104.1% |
| 1Y | +290.5% | +29.3% | +261.2% | +246.6% |
| 3Y | +792.3% | +389.9% | +402.4% | +321.4% |
| 5Y | +94.1% | +655.5% | -561.4% | -19.6% |
| All | +453.2% | +1,157.8% | -704.6% | +69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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