+433.3%
HUT vs NWSA
+99.4%
+333.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.3% |
| 7D | +18.9% | -3.1% | +22.0% | +21.4% |
| 30D | +12.0% | +4.3% | +7.7% | +8.1% |
| 3M | -14.9% | +9.2% | -24.1% | -23.3% |
| 6M | +96.8% | +21.6% | +75.2% | +63.0% |
| YTD | +108.8% | +14.2% | +94.6% | +77.9% |
| 1Y | +227.4% | +1.8% | +225.6% | +204.5% |
| 3Y | +760.3% | +44.4% | +715.8% | +519.3% |
| 5Y | +86.1% | +41.0% | +45.1% | +40.5% |
| All | +433.3% | +99.4% | +333.9% | +199.0% |
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