+433.3%
HUT vs WPM
+777.7%
-344.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.1% | -4.7% | -4.1% |
| 7D | +18.9% | +3.9% | +15.0% | +16.7% |
| 30D | +12.0% | +17.7% | -5.7% | +2.8% |
| 3M | -14.9% | +39.4% | -54.3% | -29.1% |
| 6M | +96.8% | +6.4% | +90.4% | +89.1% |
| YTD | +108.8% | +34.0% | +74.8% | +82.0% |
| 1Y | +227.4% | +50.5% | +176.9% | +170.4% |
| 3Y | +760.3% | +280.3% | +480.0% | +338.0% |
| 5Y | +86.1% | +266.3% | -180.3% | -4.4% |
| All | +433.3% | +777.7% | -344.4% | +127.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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