+420.1%
HUT vs WCC
+487.0%
-66.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.9% | +2.3% | +3.8% |
| 7D | +17.8% | +4.5% | +13.3% | +14.7% |
| 30D | +0.8% | -5.8% | +6.6% | +4.8% |
| 3M | -26.8% | -3.7% | -23.1% | -24.2% |
| 6M | +72.6% | +23.1% | +49.5% | +56.3% |
| YTD | +103.6% | +44.2% | +59.5% | +68.7% |
| 1Y | +265.3% | +62.1% | +203.2% | +184.0% |
| 3Y | +689.4% | +121.1% | +568.3% | +406.6% |
| 5Y | +75.3% | +214.0% | -138.6% | -2.4% |
| All | +420.1% | +487.0% | -66.8% | +38.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling