+453.2%
HUT vs WAT
+93.1%
+360.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.6% | +7.9% | +7.2% |
| 7D | +28.3% | -0.7% | +29.0% | +28.7% |
| 30D | +12.3% | -1.0% | +13.3% | +12.7% |
| 3M | -16.8% | +10.9% | -27.7% | -22.4% |
| 6M | +111.4% | +33.2% | +78.2% | +77.5% |
| YTD | +116.6% | +6.1% | +110.5% | +104.5% |
| 1Y | +290.5% | +30.2% | +260.2% | +224.2% |
| 3Y | +792.3% | +52.9% | +739.4% | +505.8% |
| 5Y | +94.1% | -5.1% | +99.3% | +79.4% |
| All | +453.2% | +93.1% | +360.1% | +251.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling