+453.2%
HUT vs WCC
+501.5%
-48.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +2.5% | +3.9% | +4.8% |
| 7D | +28.3% | +8.5% | +19.8% | +22.1% |
| 30D | +12.3% | -1.0% | +13.3% | +13.2% |
| 3M | -16.8% | +2.1% | -18.9% | -17.0% |
| 6M | +111.4% | +36.8% | +74.5% | +79.4% |
| YTD | +116.6% | +47.7% | +68.8% | +76.8% |
| 1Y | +290.5% | +66.5% | +223.9% | +198.7% |
| 3Y | +792.3% | +134.2% | +658.1% | +454.7% |
| 5Y | +94.1% | +231.6% | -137.5% | +5.4% |
| All | +453.2% | +501.5% | -48.3% | +45.4% |
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