+403.8%
HUT vs NWSA
+97.8%
+305.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.8% | -4.8% | -5.0% |
| 7D | +2.8% | -4.8% | +7.6% | +6.3% |
| 30D | +2.1% | +3.0% | -0.9% | -0.6% |
| 3M | -14.3% | +9.3% | -23.6% | -22.8% |
| 6M | +84.2% | +23.2% | +61.0% | +51.1% |
| YTD | +97.2% | +13.3% | +83.9% | +69.0% |
| 1Y | +192.7% | +2.9% | +189.8% | +170.0% |
| 3Y | +712.6% | +43.3% | +669.2% | +488.4% |
| 5Y | +85.5% | +40.9% | +44.6% | +40.3% |
| All | +403.8% | +97.8% | +305.9% | +184.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded NWSA 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling