+2,381.3%
HUT vs TW
+221.1%
+2,160.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.8% | +5.4% | +5.8% |
| 7D | +17.8% | -2.3% | +20.1% | +19.2% |
| 30D | +0.8% | +3.9% | -3.1% | -1.3% |
| 3M | -26.8% | +5.7% | -32.5% | -31.5% |
| 6M | +72.6% | -14.5% | +87.1% | +81.0% |
| YTD | +103.6% | -0.9% | +104.5% | +90.6% |
| 1Y | +265.3% | -13.5% | +278.8% | +274.0% |
| 3Y | +689.4% | +25.0% | +664.4% | +490.7% |
| 5Y | +75.3% | +22.7% | +52.7% | +31.7% |
| All | +2,381.3% | +221.1% | +2,160.2% | +1,128.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling