+448.2%
HUT vs IWF
+267.1%
+181.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.8% | +8.0% | +7.4% |
| 7D | +5.4% | -0.9% | +6.3% | +7.4% |
| 30D | +8.6% | -1.7% | +10.4% | +12.5% |
| 3M | -15.2% | +0.7% | -15.9% | -15.5% |
| 6M | +92.9% | +8.6% | +84.3% | +74.3% |
| YTD | +114.6% | +3.5% | +111.1% | +114.6% |
| 1Y | +208.5% | +7.0% | +201.5% | +201.7% |
| 3Y | +821.5% | +76.3% | +745.2% | +349.0% |
| 5Y | +101.8% | +74.8% | +27.1% | +15.1% |
| All | +448.2% | +267.1% | +181.1% | +113.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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