+448.2%
HUT vs KWEB
-53.6%
+501.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.7% | +8.2% | +8.5% |
| 7D | +5.4% | -5.6% | +11.0% | +8.9% |
| 30D | +8.6% | -10.7% | +19.3% | +16.0% |
| 3M | -15.2% | -7.4% | -7.8% | -11.9% |
| 6M | +92.9% | -19.3% | +112.2% | +119.2% |
| YTD | +114.6% | -27.8% | +142.4% | +161.3% |
| 1Y | +208.5% | -35.9% | +244.4% | +307.2% |
| 3Y | +821.5% | -1.9% | +823.4% | +850.8% |
| 5Y | +101.8% | -43.2% | +145.0% | +163.9% |
| All | +448.2% | -53.6% | +501.9% | +599.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 10y: compounded portfolio wealth divided by compounded KWEB 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…
10y analysis · Full analysis span regression · 6 months rolling