+86.3%
HUT vs HWM
+743.6%
-657.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.5% | +6.7% | +6.7% |
| 7D | +17.8% | -2.1% | +19.9% | +19.6% |
| 30D | +0.8% | -11.0% | +11.8% | +11.8% |
| 3M | -26.8% | +4.0% | -30.8% | -30.6% |
| 6M | +72.6% | -0.2% | +72.8% | +72.2% |
| YTD | +103.6% | +26.7% | +77.0% | +62.0% |
| 1Y | +265.3% | +44.7% | +220.6% | +158.9% |
| 3Y | +689.4% | +426.1% | +263.3% | +38.6% |
| All | +86.3% | +743.6% | -657.3% | -78.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling