-13.9%
HUT vs WSM
+184.0%
-197.9%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.2% | +7.4% | +7.4% |
| 7D | +24.8% | -3.0% | +27.7% | +27.3% |
| 30D | -28.4% | +10.1% | -38.4% | -34.4% |
| 3M | -31.2% | +4.9% | -36.1% | -35.0% |
| 6M | -40.2% | +49.8% | -90.0% | -56.5% |
| YTD | +32.9% | +48.7% | -15.8% | -0.8% |
| 1Y | +39.1% | +38.7% | +0.3% | +8.9% |
| 3Y | +462.8% | +269.5% | +193.2% | +90.0% |
| 5Y | -13.9% | +179.0% | -192.9% | -67.0% |
| All | -13.9% | +184.0% | -197.9% | -67.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling