+1.7%
HUT vs WAT
+32.9%
-31.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | +1.7% | -24.9% | -24.1% |
| 7D | -29.5% | -1.9% | -27.6% | -28.8% |
| 30D | -45.2% | +6.2% | -51.4% | -46.5% |
| 3M | -51.6% | +18.1% | -69.7% | -55.1% |
| 6M | -37.3% | +54.9% | -92.2% | -50.8% |
| YTD | +6.5% | +23.1% | -16.6% | -12.4% |
| 1Y | +1.7% | +27.3% | -25.6% | -18.9% |
| All | +1.7% | +32.9% | -31.2% | -18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 1y: compounded portfolio wealth divided by compounded WAT 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…
1y analysis · Full analysis span regression · 6 months rolling