+420.1%
HUT vs WAT
+96.2%
+323.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.0% | +7.2% | +6.8% |
| 7D | +17.8% | -1.3% | +19.1% | +18.6% |
| 30D | +0.8% | +2.3% | -1.5% | -0.6% |
| 3M | -26.8% | +8.7% | -35.5% | -30.8% |
| 6M | +72.6% | +28.3% | +44.2% | +48.3% |
| YTD | +103.6% | +7.8% | +95.8% | +90.7% |
| 1Y | +265.3% | +36.6% | +228.7% | +195.2% |
| 3Y | +689.4% | +45.7% | +643.7% | +456.7% |
| 5Y | +75.3% | -3.3% | +78.7% | +60.5% |
| All | +420.1% | +96.2% | +323.9% | +227.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling