+181.3%
SHW vs HUT
+246.0%
-64.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.3% |
| 7D | +0.7% | +34.9% | -34.2% | -0.6% |
| 30D | +8.4% | -25.9% | +34.3% | +9.3% |
| 3M | -2.2% | -31.7% | +29.5% | -1.4% |
| 6M | +13.3% | -42.2% | +55.6% | +14.4% |
| YTD | +9.2% | +34.9% | -25.7% | +5.4% |
| 1Y | +2.9% | +48.5% | -45.6% | -1.5% |
| 3Y | +41.1% | +471.2% | -430.1% | +21.5% |
| 5Y | +11.0% | -18.9% | +29.8% | -2.0% |
| All | +181.3% | +246.0% | -64.7% | +87.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 HUT 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