+217.0%
HUT vs WAT
+128.4%
+88.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +4.2% | +4.1% | +5.9% |
| 7D | +3.7% | +6.0% | -2.4% | +0.4% |
| 30D | -32.3% | +9.9% | -42.2% | -35.5% |
| 3M | -35.6% | +17.2% | -52.8% | -40.9% |
| 6M | -42.1% | +34.2% | -76.3% | -51.4% |
| YTD | +24.1% | +25.5% | -1.4% | +7.1% |
| 1Y | +27.9% | +28.3% | -0.4% | +9.1% |
| 3Y | +409.1% | +88.4% | +320.7% | +207.7% |
| 5Y | -25.9% | +36.1% | -62.1% | -42.9% |
| All | +217.0% | +128.4% | +88.6% | +84.0% |
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