+227.4%
HUT vs IWF
+8.6%
+218.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -2.1% |
| 7D | +18.9% | +0.5% | +18.4% | +17.1% |
| 30D | +12.0% | -1.4% | +13.4% | +17.1% |
| 3M | -14.9% | +0.4% | -15.3% | -17.2% |
| 6M | +96.8% | +8.5% | +88.3% | +50.8% |
| YTD | +108.8% | +3.7% | +105.1% | +92.6% |
| 1Y | +227.4% | +8.5% | +218.9% | +193.5% |
| All | +227.4% | +8.6% | +218.8% | +193.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling