+2,515.4%
HUT vs TW
+206.7%
+2,308.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.0% | +9.8% | +9.3% |
| 7D | +5.4% | -4.5% | +9.9% | +7.7% |
| 30D | +8.6% | -2.3% | +10.9% | +9.5% |
| 3M | -15.2% | +2.6% | -17.8% | -19.2% |
| 6M | +92.9% | -17.5% | +110.4% | +105.4% |
| YTD | +114.6% | -5.3% | +119.9% | +105.2% |
| 1Y | +208.5% | -14.8% | +223.3% | +216.2% |
| 3Y | +821.5% | +18.8% | +802.7% | +606.9% |
| 5Y | +101.8% | +20.7% | +81.1% | +52.0% |
| All | +2,515.4% | +206.7% | +2,308.7% | +1,222.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling