+72.6%
HUT vs NWSA
+28.2%
+44.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.8% | +8.0% | +4.8% |
| 7D | +17.8% | -1.9% | +19.7% | +16.1% |
| 30D | +0.8% | +4.6% | -3.7% | +5.1% |
| 3M | -26.8% | +13.2% | -40.0% | -19.7% |
| 6M | +72.6% | +27.0% | +45.6% | +65.9% |
| All | +72.6% | +28.2% | +44.4% | +65.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling