+217.0%
HUT vs WM
+221.2%
-4.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.1% | +8.2% | +8.3% |
| 7D | +3.7% | -0.5% | +4.1% | +3.4% |
| 30D | -32.3% | +13.3% | -45.6% | -36.3% |
| 3M | -35.6% | +4.4% | -40.0% | -37.5% |
| 6M | -42.1% | +10.8% | -52.9% | -46.6% |
| YTD | +24.1% | +9.1% | +15.0% | +14.0% |
| 1Y | +27.9% | +19.1% | +8.7% | +10.8% |
| 3Y | +409.1% | +45.7% | +363.4% | +263.8% |
| 5Y | -25.9% | +60.4% | -86.4% | -51.2% |
| All | +217.0% | +221.2% | -4.2% | +36.3% |
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