+244.6%
HUT vs WCC
+447.3%
-202.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +34.9% | +14.2% | +20.6% | +24.0% |
| 30D | -25.9% | -9.8% | -16.0% | -18.8% |
| 3M | -31.7% | -10.1% | -21.6% | -24.4% |
| 6M | -42.2% | -9.4% | -32.8% | -35.7% |
| YTD | +34.9% | +34.4% | +0.5% | +20.7% |
| 1Y | +48.5% | +23.3% | +25.2% | +40.8% |
| 3Y | +471.2% | +137.9% | +333.3% | +267.1% |
| 5Y | -18.9% | +144.0% | -162.9% | -48.0% |
| All | +244.6% | +447.3% | -202.7% | -0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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