+265.3%
HUT vs TW
-15.9%
+281.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.8% | +5.4% | +6.6% |
| 7D | +17.8% | -2.3% | +20.1% | +16.1% |
| 30D | +0.8% | +3.9% | -3.1% | +3.1% |
| 3M | -26.8% | +5.7% | -32.5% | -24.3% |
| 6M | +72.6% | -14.5% | +87.1% | +77.8% |
| YTD | +103.6% | -0.9% | +104.5% | +117.5% |
| 1Y | +265.3% | -13.5% | +278.8% | +311.1% |
| All | +265.3% | -15.9% | +281.2% | +311.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 1y: compounded portfolio wealth divided by compounded TW 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…
1y analysis · Full analysis span regression · 6 months rolling