+220.1%
HUT vs WM
+231.0%
-10.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.1% | -7.0% | -7.1% |
| 7D | +9.3% | +3.2% | +6.1% | +8.2% |
| 30D | -23.1% | +13.0% | -36.1% | -27.3% |
| 3M | -30.6% | +9.2% | -39.8% | -33.7% |
| 6M | -46.9% | +13.6% | -60.5% | -51.3% |
| YTD | +25.3% | +12.4% | +12.9% | +14.0% |
| 1Y | +59.8% | +21.2% | +38.6% | +38.4% |
| 3Y | +467.2% | +48.7% | +418.5% | +304.3% |
| 5Y | -24.6% | +61.9% | -86.5% | -50.0% |
| All | +220.1% | +231.0% | -10.9% | +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