+453.2%
HUT vs WTW
+130.0%
+323.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -2.8% | +9.2% | +7.7% |
| 7D | +28.3% | -2.7% | +31.0% | +29.8% |
| 30D | +12.3% | -5.6% | +18.0% | +15.2% |
| 3M | -16.8% | +26.5% | -43.3% | -26.7% |
| 6M | +111.4% | +8.1% | +103.2% | +98.5% |
| YTD | +116.6% | -0.3% | +116.9% | +111.0% |
| 1Y | +290.5% | -0.9% | +291.3% | +278.8% |
| 3Y | +792.3% | +66.6% | +725.7% | +469.6% |
| 5Y | +94.1% | +54.0% | +40.2% | +35.8% |
| All | +453.2% | +130.0% | +323.2% | +218.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling