+448.2%
HUT vs ITW
+100.5%
+347.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.1% | +7.7% | +7.9% |
| 7D | +5.4% | -0.7% | +6.1% | +6.1% |
| 30D | +8.6% | -8.3% | +17.0% | +16.4% |
| 3M | -15.2% | +6.0% | -21.3% | -21.2% |
| 6M | +92.9% | 0.0% | +92.9% | +90.2% |
| YTD | +114.6% | +10.2% | +104.4% | +95.6% |
| 1Y | +208.5% | +3.2% | +205.3% | +192.8% |
| 3Y | +821.5% | +21.0% | +800.5% | +684.9% |
| 5Y | +101.8% | +37.9% | +63.9% | +61.3% |
| All | +448.2% | +100.5% | +347.8% | +252.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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