+155.5%
HUT vs WM
+227.5%
-72.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +1.2% | -7.3% | -6.5% |
| 7D | -30.8% | +4.5% | -35.3% | -32.2% |
| 30D | -50.2% | +16.1% | -66.2% | -53.5% |
| 3M | -50.5% | +8.0% | -58.5% | -52.5% |
| 6M | -42.9% | +8.4% | -51.3% | -46.6% |
| YTD | 0.0% | +11.2% | -11.2% | -8.7% |
| 1Y | -2.2% | +22.3% | -24.6% | -16.1% |
| 3Y | +289.4% | +50.2% | +239.2% | +174.2% |
| 5Y | -36.7% | +63.3% | -100.0% | -58.4% |
| All | +155.5% | +227.5% | -72.0% | +9.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling