+220.1%
HUT vs WAT
+120.6%
+99.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.4% | -6.7% | -6.9% |
| 7D | +9.3% | +0.6% | +8.8% | +9.0% |
| 30D | -23.1% | +5.4% | -28.5% | -24.9% |
| 3M | -30.6% | +11.3% | -41.9% | -34.5% |
| 6M | -46.9% | +37.4% | -84.3% | -55.9% |
| YTD | +25.3% | +21.2% | +4.1% | +10.2% |
| 1Y | +59.8% | +21.3% | +38.5% | +40.5% |
| 3Y | +467.2% | +83.4% | +383.8% | +247.2% |
| 5Y | -24.6% | +29.0% | -53.6% | -40.2% |
| All | +220.1% | +120.6% | +99.5% | +89.4% |
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