+1,543.9%
HUT vs TW
+298.0%
+1,245.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.1% |
| 7D | +34.9% | +3.2% | +31.7% | +32.9% |
| 30D | -25.9% | +19.7% | -45.6% | -32.4% |
| 3M | -31.7% | +26.8% | -58.6% | -40.0% |
| 6M | -42.2% | +20.9% | -63.1% | -49.8% |
| YTD | +34.9% | +22.9% | +12.0% | +12.5% |
| 1Y | +48.5% | +20.4% | +28.2% | +26.3% |
| 3Y | +471.2% | +42.9% | +428.3% | +304.7% |
| 5Y | -18.9% | +40.2% | -59.1% | -43.2% |
| All | +1,543.9% | +298.0% | +1,245.9% | +624.9% |
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