+215.7%
HUT vs WAT
+127.9%
+87.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -10.9% | +3.4% | -14.3% | -12.7% |
| 30D | -32.6% | +9.6% | -42.3% | -35.7% |
| 3M | -33.7% | +15.5% | -49.2% | -38.7% |
| 6M | -42.3% | +33.9% | -76.2% | -51.5% |
| YTD | +23.6% | +25.2% | -1.6% | +6.8% |
| 1Y | +20.4% | +26.3% | -5.9% | +3.5% |
| 3Y | +423.2% | +85.8% | +337.4% | +219.3% |
| 5Y | -19.4% | +35.3% | -54.7% | -37.6% |
| All | +215.7% | +127.9% | +87.8% | +83.4% |
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