+192.7%
HUT vs WM
+220.7%
-28.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | -2.1% | +16.7% | +15.3% |
| 7D | -11.4% | +1.2% | -12.6% | -12.1% |
| 30D | -41.0% | +13.1% | -54.1% | -44.5% |
| 3M | -41.9% | +3.6% | -45.5% | -43.4% |
| 6M | -51.7% | +8.1% | -59.7% | -54.8% |
| YTD | +14.6% | +8.9% | +5.7% | +5.3% |
| 1Y | +21.4% | +20.3% | +1.1% | +4.5% |
| 3Y | +359.8% | +46.2% | +313.7% | +227.4% |
| 5Y | -27.5% | +59.9% | -87.4% | -52.1% |
| All | +192.7% | +220.7% | -28.0% | +25.9% |
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