+86.1%
HUT vs WSM
+182.5%
-96.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.5% |
| 7D | +18.9% | +2.6% | +16.3% | +17.0% |
| 30D | +12.0% | -9.3% | +21.3% | +19.1% |
| 3M | -14.9% | +7.1% | -21.9% | -20.0% |
| 6M | +96.8% | +21.7% | +75.1% | +71.1% |
| YTD | +108.8% | +28.7% | +80.1% | +76.5% |
| 1Y | +227.4% | +13.9% | +213.5% | +198.9% |
| 3Y | +760.3% | +232.2% | +528.1% | +232.0% |
| 5Y | +86.1% | +176.4% | -90.3% | -21.8% |
| All | +86.1% | +182.5% | -96.4% | -21.8% |
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