+423.2%
HUT vs TW
+41.9%
+381.3%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.3% |
| 7D | -10.9% | +3.1% | -14.1% | -10.6% |
| 30D | -32.6% | +16.7% | -49.3% | -31.4% |
| 3M | -33.7% | +25.2% | -58.9% | -32.0% |
| 6M | -42.3% | +19.5% | -61.8% | -40.6% |
| YTD | +23.6% | +21.0% | +2.6% | +26.1% |
| 1Y | +20.4% | +19.0% | +1.4% | +23.8% |
| 3Y | +423.2% | +40.7% | +382.5% | +411.0% |
| All | +423.2% | +41.9% | +381.3% | +411.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling