-18.9%
HUT vs IWF
+58.9%
-77.8%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +2.4% |
| 7D | +34.9% | +5.3% | +29.6% | +19.3% |
| 30D | -25.9% | -8.6% | -17.3% | -5.0% |
| 3M | -31.7% | -6.5% | -25.2% | -16.4% |
| 6M | -42.2% | -5.6% | -36.6% | -29.9% |
| YTD | +34.9% | -1.5% | +36.4% | +54.4% |
| 1Y | +48.5% | -2.8% | +51.3% | +78.5% |
| 3Y | +471.2% | +67.1% | +404.1% | +112.9% |
| 5Y | -18.9% | +57.6% | -76.5% | -57.9% |
| All | -18.9% | +58.9% | -77.8% | -57.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling