+403.8%
HUT vs WAB
+254.0%
+149.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.1% | -5.5% | -5.5% |
| 7D | +2.8% | -0.2% | +3.0% | +3.1% |
| 30D | +2.1% | -5.9% | +7.9% | +7.0% |
| 3M | -14.3% | +9.4% | -23.6% | -20.5% |
| 6M | +84.2% | +13.8% | +70.4% | +68.4% |
| YTD | +97.2% | +31.8% | +65.5% | +62.0% |
| 1Y | +192.7% | +48.5% | +144.2% | +122.5% |
| 3Y | +712.6% | +167.0% | +545.6% | +335.6% |
| 5Y | +85.5% | +222.3% | -136.9% | -5.6% |
| All | +403.8% | +254.0% | +149.8% | +110.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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