+192.7%
HUT vs TW
-14.0%
+206.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.5% | -5.1% | -5.8% |
| 7D | +2.8% | -2.7% | +5.6% | +1.3% |
| 30D | +2.1% | -1.7% | +3.8% | +1.1% |
| 3M | -14.3% | +1.6% | -15.9% | -13.3% |
| 6M | +84.2% | -17.7% | +101.9% | +86.0% |
| YTD | +97.2% | -4.3% | +101.6% | +106.8% |
| 1Y | +192.7% | -13.1% | +205.8% | +211.3% |
| All | +192.7% | -14.0% | +206.7% | +211.3% |
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