+85.5%
HUT vs KWEB
-45.1%
+130.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.4% | -4.2% | -4.7% |
| 7D | +2.8% | -4.3% | +7.2% | +5.8% |
| 30D | +2.1% | -13.0% | +15.0% | +11.6% |
| 3M | -14.3% | -7.6% | -6.7% | -10.5% |
| 6M | +84.2% | -21.1% | +105.4% | +115.4% |
| YTD | +97.2% | -28.2% | +125.4% | +146.6% |
| 1Y | +192.7% | -34.9% | +227.6% | +295.0% |
| 3Y | +712.6% | -0.8% | +713.3% | +732.3% |
| 5Y | +85.5% | -43.6% | +129.0% | +206.1% |
| All | +85.5% | -45.1% | +130.5% | +206.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling