+453.2%
HUT vs KWEB
-52.2%
+505.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -2.6% | +9.0% | +7.9% |
| 7D | +28.3% | -1.3% | +29.5% | +29.1% |
| 30D | +12.3% | -11.5% | +23.8% | +20.2% |
| 3M | -16.8% | -2.9% | -13.9% | -16.0% |
| 6M | +111.4% | -14.6% | +126.0% | +132.3% |
| YTD | +116.6% | -25.5% | +142.1% | +158.9% |
| 1Y | +290.5% | -31.1% | +321.5% | +395.4% |
| 3Y | +792.3% | +3.0% | +789.3% | +794.8% |
| 5Y | +94.1% | -42.6% | +136.7% | +151.3% |
| All | +453.2% | -52.2% | +505.4% | +592.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling