+217.0%
HUT vs W
+36.4%
+180.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +4.6% | +3.7% | +6.6% |
| 7D | +3.7% | +3.3% | +0.4% | +0.7% |
| 30D | -32.3% | +10.5% | -42.9% | -35.9% |
| 3M | -35.6% | +9.6% | -45.3% | -39.0% |
| 6M | -42.1% | +76.4% | -118.5% | -57.1% |
| YTD | +24.1% | +16.4% | +7.7% | +7.9% |
| 1Y | +27.9% | +9.3% | +18.5% | +14.1% |
| 3Y | +409.1% | +172.8% | +236.3% | +190.1% |
| 5Y | -25.9% | -53.4% | +27.4% | -36.1% |
| All | +217.0% | +36.4% | +180.7% | +85.3% |
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