+420.1%
HUT vs ITW
+101.9%
+318.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.6% | +6.8% | +6.6% |
| 7D | +17.8% | -3.6% | +21.3% | +21.2% |
| 30D | +0.8% | -9.1% | +10.0% | +8.7% |
| 3M | -26.8% | +8.2% | -35.0% | -33.1% |
| 6M | +72.6% | -4.8% | +77.3% | +77.1% |
| YTD | +103.6% | +11.0% | +92.6% | +84.4% |
| 1Y | +265.3% | +4.2% | +261.0% | +243.1% |
| 3Y | +689.4% | +17.3% | +672.1% | +587.9% |
| 5Y | +75.3% | +33.0% | +42.3% | +42.3% |
| All | +420.1% | +101.9% | +318.2% | +232.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling