+156.7%
SHW vs HUT
+435.6%
-278.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.6% | +1.9% | -1.5% |
| 7D | -3.2% | +18.9% | -22.1% | -3.9% |
| 30D | -11.4% | +12.0% | -23.4% | -12.0% |
| 3M | +3.5% | -14.9% | +18.3% | +3.6% |
| 6M | -3.4% | +96.8% | -100.2% | -7.3% |
| YTD | -0.3% | +108.8% | -109.1% | -5.0% |
| 1Y | -10.4% | +227.4% | -237.8% | -16.9% |
| 3Y | +21.3% | +760.3% | -739.0% | +3.1% |
| 5Y | +12.9% | +86.1% | -73.2% | -3.1% |
| All | +156.7% | +435.6% | -278.9% | +69.3% |
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