+420.1%
HUT vs NWSA
+104.0%
+316.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.8% | +8.0% | +7.5% |
| 7D | +17.8% | -1.9% | +19.7% | +19.3% |
| 30D | +0.8% | +4.6% | -3.7% | -2.9% |
| 3M | -26.8% | +13.2% | -40.0% | -35.8% |
| 6M | +72.6% | +27.0% | +45.6% | +38.3% |
| YTD | +103.6% | +16.8% | +86.8% | +70.8% |
| 1Y | +265.3% | +4.5% | +260.8% | +232.7% |
| 3Y | +689.4% | +46.2% | +643.2% | +464.1% |
| 5Y | +75.3% | +40.9% | +34.4% | +31.8% |
| All | +420.1% | +104.0% | +316.2% | +187.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling