+220.1%
HUT vs WCN
+185.7%
+34.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | 0.0% | -7.1% | -7.1% |
| 7D | +9.3% | +2.6% | +6.8% | +8.1% |
| 30D | -23.1% | +23.9% | -47.0% | -32.5% |
| 3M | -30.6% | +17.4% | -48.0% | -37.4% |
| 6M | -46.9% | +28.0% | -74.9% | -55.8% |
| YTD | +25.3% | +11.6% | +13.8% | +12.2% |
| 1Y | +59.8% | +16.9% | +43.0% | +37.3% |
| 3Y | +467.2% | +51.6% | +415.6% | +261.5% |
| 5Y | -24.6% | +48.0% | -72.6% | -50.4% |
| All | +220.1% | +185.7% | +34.4% | +52.6% |
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