+420.1%
HUT vs W
+16.0%
+404.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.5% | +3.7% | +5.2% |
| 7D | +17.8% | -4.2% | +22.0% | +19.8% |
| 30D | +0.8% | -7.6% | +8.4% | +4.0% |
| 3M | -26.8% | +37.2% | -63.9% | -38.7% |
| 6M | +72.6% | +26.3% | +46.2% | +48.9% |
| YTD | +103.6% | -1.0% | +104.6% | +92.0% |
| 1Y | +265.3% | +20.1% | +245.2% | +213.6% |
| 3Y | +689.4% | +37.8% | +651.6% | +485.5% |
| 5Y | +75.3% | -63.7% | +139.0% | +66.8% |
| All | +420.1% | +16.0% | +404.1% | +229.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling