+86.3%
HUT vs WAB
+222.7%
-136.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.7% | +5.5% | +5.2% |
| 7D | +17.8% | -3.2% | +21.0% | +23.2% |
| 30D | +0.8% | -4.4% | +5.3% | +7.2% |
| 3M | -26.8% | +7.9% | -34.6% | -35.7% |
| 6M | +72.6% | +8.7% | +63.9% | +53.2% |
| YTD | +103.6% | +33.0% | +70.6% | +35.6% |
| 1Y | +265.3% | +46.7% | +218.6% | +114.6% |
| 3Y | +689.4% | +153.0% | +536.4% | +114.7% |
| All | +86.3% | +222.7% | -136.4% | -61.2% |
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 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