+220.1%
HUT vs W
+30.6%
+189.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.4% | -7.5% | -7.3% |
| 7D | +9.3% | +0.2% | +9.2% | +9.3% |
| 30D | -23.1% | +6.8% | -29.9% | -26.3% |
| 3M | -30.6% | +10.7% | -41.3% | -34.6% |
| 6M | -46.9% | +86.3% | -133.2% | -61.4% |
| YTD | +25.3% | +11.5% | +13.9% | +10.7% |
| 1Y | +59.8% | +5.1% | +54.7% | +44.3% |
| 3Y | +467.2% | +171.0% | +296.2% | +223.9% |
| 5Y | -24.6% | -56.6% | +32.0% | -33.5% |
| All | +220.1% | +30.6% | +189.5% | +90.1% |
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