+239.5%
HUT vs W
+33.5%
+206.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +1.7% | +5.9% | +6.9% |
| 7D | +24.8% | -7.4% | +32.2% | +28.5% |
| 30D | -28.4% | +7.8% | -36.2% | -31.5% |
| 3M | -31.2% | +10.9% | -42.1% | -35.1% |
| 6M | -40.2% | +86.4% | -126.7% | -56.6% |
| YTD | +32.9% | +14.0% | +18.9% | +16.5% |
| 1Y | +39.1% | +3.5% | +35.5% | +26.6% |
| 3Y | +462.8% | +164.8% | +298.0% | +224.4% |
| 5Y | -13.9% | -53.1% | +39.2% | -25.5% |
| All | +239.5% | +33.5% | +206.0% | +100.1% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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