-21.3%
HUT vs HWM
+591.3%
-612.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.0% | -6.1% | -6.1% |
| 7D | +9.3% | +7.3% | +2.1% | +2.3% |
| 30D | -23.1% | +1.6% | -24.7% | -23.7% |
| 3M | -30.6% | -21.9% | -8.7% | -13.0% |
| 6M | -46.9% | -19.0% | -27.8% | -35.8% |
| YTD | +25.3% | +7.9% | +17.4% | +14.7% |
| 1Y | +59.8% | +9.9% | +49.9% | +44.3% |
| 3Y | +467.2% | +342.1% | +125.1% | +7.3% |
| All | -21.3% | +591.3% | -612.6% | -91.6% |
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 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