+217.0%
HUT vs HWM
+1,075.6%
-858.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +5.1% | +3.2% | +5.5% |
| 7D | +3.7% | +1.6% | +2.1% | +4.0% |
| 30D | -32.3% | -3.9% | -28.4% | -30.4% |
| 3M | -35.6% | -23.2% | -12.4% | -26.1% |
| 6M | -42.1% | -20.0% | -22.1% | -34.8% |
| YTD | +24.1% | +5.7% | +18.4% | +22.4% |
| 1Y | +27.9% | +4.9% | +23.0% | +27.2% |
| 3Y | +409.1% | +347.0% | +62.1% | +153.9% |
| 5Y | -25.9% | +563.0% | -589.0% | -67.3% |
| All | +217.0% | +1,075.6% | -858.5% | +1.6% |
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