+792.3%
HUT vs NWSA
+44.8%
+747.5%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.9% | +8.2% | +7.4% |
| 7D | +28.3% | -2.6% | +30.9% | +30.0% |
| 30D | +12.3% | +4.6% | +7.7% | +9.1% |
| 3M | -16.8% | +10.2% | -27.0% | -24.2% |
| 6M | +111.4% | +21.6% | +89.7% | +76.6% |
| YTD | +116.6% | +14.6% | +101.9% | +87.2% |
| 1Y | +290.5% | +0.4% | +290.1% | +285.2% |
| 3Y | +792.3% | +45.0% | +747.3% | +473.7% |
| All | +792.3% | +44.8% | +747.5% | +473.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling