+239.5%
HUT vs HWM
+1,117.8%
-878.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +2.3% | +5.3% | +6.3% |
| 7D | +24.8% | +5.0% | +19.8% | +21.9% |
| 30D | -28.4% | +1.5% | -29.9% | -28.5% |
| 3M | -31.2% | -20.3% | -10.9% | -22.6% |
| 6M | -40.2% | -18.0% | -22.2% | -33.6% |
| YTD | +32.9% | +9.5% | +23.4% | +28.6% |
| 1Y | +39.1% | +7.5% | +31.6% | +36.4% |
| 3Y | +462.8% | +355.7% | +107.1% | +177.5% |
| 5Y | -13.9% | +610.2% | -624.1% | -63.0% |
| All | +239.5% | +1,117.8% | -878.2% | +6.8% |
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