+215.7%
HUT vs WAB
+283.3%
-67.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -1.8% |
| 7D | -10.9% | +4.0% | -15.0% | -13.7% |
| 30D | -32.6% | +6.3% | -39.0% | -35.5% |
| 3M | -33.7% | +3.3% | -37.0% | -34.9% |
| 6M | -42.3% | +14.5% | -56.8% | -48.0% |
| YTD | +23.6% | +42.7% | -19.1% | -3.9% |
| 1Y | +20.4% | +45.2% | -24.8% | -7.1% |
| 3Y | +423.2% | +173.8% | +249.5% | +174.4% |
| 5Y | -19.4% | +223.8% | -243.2% | -60.0% |
| All | +215.7% | +283.3% | -67.6% | +24.7% |
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