+821.5%
HUT vs IWF
+76.9%
+744.6%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.8% | +8.0% | +6.9% |
| 7D | +5.4% | -0.9% | +6.3% | +8.1% |
| 30D | +8.6% | -1.7% | +10.4% | +13.8% |
| 3M | -15.2% | +0.7% | -15.9% | -16.4% |
| 6M | +92.9% | +8.6% | +84.3% | +65.1% |
| YTD | +114.6% | +3.5% | +111.1% | +109.3% |
| 1Y | +208.5% | +7.0% | +201.5% | +191.6% |
| 3Y | +821.5% | +76.3% | +745.2% | +323.4% |
| All | +821.5% | +76.9% | +744.6% | +323.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling