+1,427.1%
HUT vs TW
+301.3%
+1,125.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.8% | -7.9% | -7.5% |
| 7D | +9.3% | +3.9% | +5.4% | +7.4% |
| 30D | -23.1% | +19.9% | -43.0% | -30.0% |
| 3M | -30.6% | +25.9% | -56.5% | -38.7% |
| 6M | -46.9% | +21.1% | -68.0% | -53.8% |
| YTD | +25.3% | +23.9% | +1.4% | +4.0% |
| 1Y | +59.8% | +21.2% | +38.6% | +35.5% |
| 3Y | +467.2% | +44.8% | +422.4% | +298.6% |
| 5Y | -24.6% | +41.4% | -66.0% | -47.5% |
| All | +1,427.1% | +301.3% | +1,125.7% | +570.5% |
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