+94.1%
HUT vs IWF
+73.3%
+20.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.3% | +6.7% | +7.1% |
| 7D | +28.3% | +1.5% | +26.8% | +23.8% |
| 30D | +12.3% | -1.3% | +13.6% | +16.0% |
| 3M | -16.8% | +0.1% | -16.9% | -16.6% |
| 6M | +111.4% | +10.3% | +101.1% | +73.5% |
| YTD | +116.6% | +4.2% | +112.4% | +108.5% |
| 1Y | +290.5% | +9.3% | +281.2% | +250.2% |
| 3Y | +792.3% | +79.3% | +712.9% | +170.5% |
| 5Y | +94.1% | +73.8% | +20.4% | -16.8% |
| All | +94.1% | +73.3% | +20.8% | -16.8% |
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