+792.3%
HUT vs WAB
+168.6%
+623.7%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.6% | +5.8% | +5.6% |
| 7D | +28.3% | +1.7% | +26.6% | +25.8% |
| 30D | +12.3% | -2.4% | +14.7% | +15.7% |
| 3M | -16.8% | +9.7% | -26.5% | -27.6% |
| 6M | +111.4% | +16.5% | +94.9% | +73.4% |
| YTD | +116.6% | +33.7% | +82.8% | +49.4% |
| 1Y | +290.5% | +49.7% | +240.8% | +137.5% |
| 3Y | +792.3% | +170.9% | +621.4% | +263.5% |
| All | +792.3% | +168.6% | +623.7% | +263.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling