+220.1%
HUT vs WAB
+276.3%
-56.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.8% | -6.3% | -6.4% |
| 7D | +9.3% | +5.1% | +4.3% | +5.3% |
| 30D | -23.1% | +4.0% | -27.1% | -25.1% |
| 3M | -30.6% | +0.1% | -30.7% | -30.1% |
| 6M | -46.9% | +12.8% | -59.6% | -51.5% |
| YTD | +25.3% | +40.1% | -14.8% | -1.1% |
| 1Y | +59.8% | +46.4% | +13.5% | +22.5% |
| 3Y | +467.2% | +167.4% | +299.8% | +203.1% |
| 5Y | -24.6% | +215.0% | -239.7% | -61.9% |
| All | +220.1% | +276.3% | -56.2% | +28.4% |
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