-33.8%
HUT vs WAB
+203.5%
-237.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | +1.8% | +12.7% | +12.0% |
| 7D | -11.4% | +1.4% | -12.8% | -13.5% |
| 30D | -41.0% | +0.4% | -41.4% | -41.1% |
| 3M | -41.9% | -3.8% | -38.1% | -38.3% |
| 6M | -51.7% | +5.1% | -56.7% | -55.6% |
| YTD | +14.6% | +33.3% | -18.7% | -23.5% |
| 1Y | +21.4% | +39.8% | -18.4% | -23.5% |
| 3Y | +359.8% | +161.1% | +198.8% | +19.1% |
| All | -33.8% | +203.5% | -237.3% | -86.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling