+215.7%
HUT vs IWD
+154.7%
+60.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.5% |
| 7D | -10.9% | +1.6% | -12.5% | -14.6% |
| 30D | -32.6% | +3.6% | -36.2% | -37.6% |
| 3M | -33.7% | +2.0% | -35.8% | -37.1% |
| 6M | -42.3% | +13.1% | -55.4% | -54.6% |
| YTD | +23.6% | +26.2% | -2.6% | -16.9% |
| 1Y | +20.4% | +29.6% | -9.2% | -22.1% |
| 3Y | +423.2% | +84.3% | +338.9% | +108.6% |
| 5Y | -19.4% | +73.4% | -92.9% | -60.2% |
| All | +215.7% | +154.7% | +60.9% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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