+239.5%
HUT vs WCN
+183.2%
+56.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.6% | +7.0% | +7.3% |
| 7D | +24.8% | +0.4% | +24.3% | +24.5% |
| 30D | -28.4% | +25.3% | -53.7% | -37.6% |
| 3M | -31.2% | +15.4% | -46.7% | -37.4% |
| 6M | -40.2% | +27.8% | -68.1% | -50.4% |
| YTD | +32.9% | +10.6% | +22.4% | +19.5% |
| 1Y | +39.1% | +15.8% | +23.3% | +20.1% |
| 3Y | +462.8% | +50.3% | +412.5% | +260.1% |
| 5Y | -13.9% | +46.9% | -60.8% | -43.1% |
| All | +239.5% | +183.2% | +56.3% | +62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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