+821.5%
HUT vs KWEB
-2.3%
+823.8%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.7% | +8.2% | +8.3% |
| 7D | +5.4% | -5.6% | +11.0% | +10.3% |
| 30D | +8.6% | -10.7% | +19.3% | +18.9% |
| 3M | -15.2% | -7.4% | -7.8% | -10.8% |
| 6M | +92.9% | -19.3% | +112.2% | +129.5% |
| YTD | +114.6% | -27.8% | +142.4% | +179.8% |
| 1Y | +208.5% | -35.9% | +244.4% | +344.3% |
| 3Y | +821.5% | -1.9% | +823.4% | +894.1% |
| All | +821.5% | -2.3% | +823.8% | +894.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling