+192.7%
HUT vs HWM
+1,018.1%
-825.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | +2.4% | +12.1% | +13.2% |
| 7D | -11.4% | +3.3% | -14.7% | -12.3% |
| 30D | -41.0% | -7.6% | -33.4% | -38.1% |
| 3M | -41.9% | -28.9% | -13.0% | -30.5% |
| 6M | -51.7% | -19.7% | -32.0% | -46.0% |
| YTD | +14.6% | +0.5% | +14.1% | +16.0% |
| 1Y | +21.4% | +0.3% | +21.1% | +23.7% |
| 3Y | +359.8% | +325.8% | +34.0% | +135.2% |
| 5Y | -27.5% | +524.7% | -552.2% | -67.0% |
| All | +192.7% | +1,018.1% | -825.3% | -3.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling