+420.1%
HUT vs IWD
+148.9%
+271.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.7% | +6.9% | +7.4% |
| 7D | +17.8% | -0.3% | +18.1% | +18.4% |
| 30D | +0.8% | +0.6% | +0.3% | -0.7% |
| 3M | -26.8% | +7.2% | -34.0% | -35.9% |
| 6M | +72.6% | +16.2% | +56.4% | +34.2% |
| YTD | +103.6% | +23.3% | +80.3% | +44.5% |
| 1Y | +265.3% | +29.6% | +235.7% | +142.4% |
| 3Y | +689.4% | +70.5% | +619.0% | +263.7% |
| 5Y | +75.3% | +73.5% | +1.9% | -10.6% |
| All | +420.1% | +148.9% | +271.2% | +94.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling