+94.1%
HUT vs TW
+22.4%
+71.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -3.0% | +9.4% | +7.6% |
| 7D | +28.3% | -3.5% | +31.7% | +30.1% |
| 30D | +12.3% | +0.5% | +11.8% | +11.7% |
| 3M | -16.8% | +4.9% | -21.8% | -21.6% |
| 6M | +111.4% | -17.1% | +128.5% | +126.4% |
| YTD | +116.6% | -3.9% | +120.4% | +105.6% |
| 1Y | +290.5% | -13.3% | +303.7% | +299.8% |
| 3Y | +792.3% | +20.9% | +771.4% | +512.5% |
| 5Y | +94.1% | +20.5% | +73.6% | +47.9% |
| All | +94.1% | +22.4% | +71.7% | +47.9% |
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 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