-19.4%
HUT vs TW
+39.0%
-58.5%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.8% |
| 7D | -10.9% | +3.1% | -14.1% | -12.1% |
| 30D | -32.6% | +16.7% | -49.3% | -36.9% |
| 3M | -33.7% | +25.2% | -58.9% | -40.1% |
| 6M | -42.3% | +19.5% | -61.8% | -48.3% |
| YTD | +23.6% | +21.0% | +2.6% | +6.2% |
| 1Y | +20.4% | +19.0% | +1.4% | +5.4% |
| 3Y | +423.2% | +40.7% | +382.5% | +253.3% |
| 5Y | -19.4% | +40.1% | -59.6% | -46.3% |
| All | -19.4% | +39.0% | -58.5% | -46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling