+244.6%
HUT vs NWSA
+76.9%
+167.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.6% | +2.9% |
| 7D | +34.9% | -0.8% | +35.7% | +35.6% |
| 30D | -25.9% | -11.3% | -14.5% | -21.1% |
| 3M | -31.7% | -8.1% | -23.7% | -30.1% |
| 6M | -42.2% | -0.7% | -41.6% | -46.2% |
| YTD | +34.9% | +1.3% | +33.6% | +21.4% |
| 1Y | +48.5% | -1.3% | +49.8% | +36.8% |
| 3Y | +471.2% | +28.4% | +442.8% | +332.6% |
| 5Y | -18.9% | +15.3% | -34.2% | -32.9% |
| All | +244.6% | +76.9% | +167.7% | +104.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling