+220.1%
HUT vs IWD
+155.4%
+64.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.2% | -7.3% | -7.5% |
| 7D | +9.3% | +2.3% | +7.1% | +5.3% |
| 30D | -23.1% | +3.6% | -26.7% | -28.8% |
| 3M | -30.6% | +2.2% | -32.8% | -34.2% |
| 6M | -46.9% | +13.0% | -59.8% | -58.1% |
| YTD | +25.3% | +26.5% | -1.2% | -16.1% |
| 1Y | +59.8% | +30.1% | +29.7% | +2.5% |
| 3Y | +467.2% | +84.9% | +382.3% | +125.0% |
| 5Y | -24.6% | +73.4% | -98.0% | -62.9% |
| All | +220.1% | +155.4% | +64.7% | +12.9% |
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