+239.5%
HUT vs WM
+226.2%
+13.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +1.2% | +6.3% | +7.1% |
| 7D | +24.8% | +0.8% | +24.0% | +24.3% |
| 30D | -28.4% | +13.8% | -42.2% | -32.6% |
| 3M | -31.2% | +6.4% | -37.6% | -33.6% |
| 6M | -40.2% | +13.2% | -53.5% | -45.3% |
| YTD | +32.9% | +10.8% | +22.1% | +21.5% |
| 1Y | +39.1% | +20.2% | +18.9% | +20.5% |
| 3Y | +462.8% | +46.5% | +416.3% | +303.3% |
| 5Y | -13.9% | +61.3% | -75.1% | -43.0% |
| All | +239.5% | +226.2% | +13.3% | +45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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