+220.1%
HUT vs WEC
+160.9%
+59.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.9% | -8.0% | -7.0% |
| 7D | +9.3% | +2.3% | +7.0% | +9.6% |
| 30D | -23.1% | +11.1% | -34.2% | -22.3% |
| 3M | -30.6% | +8.4% | -39.0% | -30.0% |
| 6M | -46.9% | +7.5% | -54.4% | -46.4% |
| YTD | +25.3% | +15.3% | +10.0% | +26.9% |
| 1Y | +59.8% | +9.7% | +50.1% | +61.6% |
| 3Y | +467.2% | +64.7% | +402.5% | +478.6% |
| 5Y | -24.6% | +57.3% | -81.9% | -22.1% |
| All | +220.1% | +160.9% | +59.2% | +219.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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