+448.2%
HUT vs WTW
+123.1%
+325.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.1% | +8.8% | +8.8% |
| 7D | +5.4% | -5.7% | +11.1% | +8.3% |
| 30D | +8.6% | -7.3% | +15.9% | +12.3% |
| 3M | -15.2% | +21.5% | -36.7% | -23.7% |
| 6M | +92.9% | +9.6% | +83.3% | +79.4% |
| YTD | +114.6% | -3.3% | +117.9% | +112.2% |
| 1Y | +208.5% | -6.1% | +214.6% | +208.6% |
| 3Y | +821.5% | +61.8% | +759.7% | +496.3% |
| 5Y | +101.8% | +42.7% | +59.2% | +46.8% |
| All | +448.2% | +123.1% | +325.1% | +220.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 10y: compounded portfolio wealth divided by compounded WTW 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…
10y analysis · Full analysis span regression · 6 months rolling