+453.2%
HUT vs W
+16.7%
+436.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.5% | +5.8% | +6.1% |
| 7D | +28.3% | +6.5% | +21.8% | +25.4% |
| 30D | +12.3% | -6.2% | +18.5% | +15.2% |
| 3M | -16.8% | +48.9% | -65.7% | -32.7% |
| 6M | +111.4% | +31.2% | +80.2% | +79.6% |
| YTD | +116.6% | -0.4% | +117.0% | +103.8% |
| 1Y | +290.5% | +14.8% | +275.6% | +242.1% |
| 3Y | +792.3% | +40.5% | +751.8% | +557.9% |
| 5Y | +94.1% | -62.1% | +156.3% | +82.7% |
| All | +453.2% | +16.7% | +436.5% | +250.0% |
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