+420.1%
HUT vs WSM
+939.0%
-518.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.1% | +4.1% | +5.1% |
| 7D | +17.8% | -3.3% | +21.0% | +19.9% |
| 30D | +0.8% | -8.4% | +9.2% | +5.5% |
| 3M | -26.8% | +9.7% | -36.4% | -31.4% |
| 6M | +72.6% | +16.7% | +55.9% | +58.2% |
| YTD | +103.6% | +28.7% | +74.9% | +78.3% |
| 1Y | +265.3% | +13.7% | +251.6% | +241.1% |
| 3Y | +689.4% | +230.1% | +459.3% | +298.2% |
| 5Y | +75.3% | +179.0% | -103.6% | -5.2% |
| All | +420.1% | +939.0% | -518.9% | +50.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling