+796.4%
HUT vs ITW
+18.4%
+778.1%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.7% | -1.8% | -2.0% |
| 7D | +18.9% | -1.9% | +20.8% | +21.0% |
| 30D | +12.0% | -10.4% | +22.3% | +23.6% |
| 3M | -14.9% | +3.5% | -18.4% | -21.7% |
| 6M | +96.8% | -3.4% | +100.2% | +96.6% |
| YTD | +108.8% | +8.5% | +100.3% | +85.1% |
| 1Y | +227.4% | +3.2% | +224.1% | +201.9% |
| All | +796.4% | +18.4% | +778.1% | +597.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling