+420.1%
HUT vs IWF
+270.5%
+149.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | 0.0% | +6.2% | +6.2% |
| 7D | +17.8% | +0.5% | +17.2% | +16.8% |
| 30D | +0.8% | -0.4% | +1.2% | +1.7% |
| 3M | -26.8% | -2.6% | -24.2% | -21.9% |
| 6M | +72.6% | +9.1% | +63.4% | +54.4% |
| YTD | +103.6% | +4.5% | +99.1% | +99.8% |
| 1Y | +265.3% | +10.1% | +255.2% | +239.8% |
| 3Y | +689.4% | +77.6% | +611.8% | +278.2% |
| 5Y | +75.3% | +73.7% | +1.6% | -0.3% |
| All | +420.1% | +270.5% | +149.6% | +98.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling