+448.2%
HUT vs WSM
+933.6%
-485.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.1% | +7.7% | +8.2% |
| 7D | +5.4% | -0.5% | +5.9% | +5.8% |
| 30D | +8.6% | -7.7% | +16.3% | +13.4% |
| 3M | -15.2% | +3.8% | -19.0% | -18.0% |
| 6M | +92.9% | +22.7% | +70.2% | +72.1% |
| YTD | +114.6% | +28.0% | +86.6% | +88.6% |
| 1Y | +208.5% | +12.7% | +195.8% | +189.7% |
| 3Y | +821.5% | +231.3% | +590.2% | +364.4% |
| 5Y | +101.8% | +177.2% | -75.3% | +9.5% |
| All | +448.2% | +933.6% | -485.4% | +59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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