+239.5%
HUT vs WST
+374.7%
-135.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.1% | +7.5% | +7.5% |
| 7D | +24.8% | +1.1% | +23.7% | +24.4% |
| 30D | -28.4% | +12.4% | -40.7% | -32.3% |
| 3M | -31.2% | +17.6% | -48.8% | -36.6% |
| 6M | -40.2% | +28.3% | -68.5% | -47.7% |
| YTD | +32.9% | +50.5% | -17.6% | +6.4% |
| 1Y | +39.1% | +49.4% | -10.3% | +12.0% |
| 3Y | +462.8% | +21.9% | +440.9% | +338.8% |
| 5Y | -13.9% | +0.4% | -14.2% | -25.9% |
| All | +239.5% | +374.7% | -135.2% | +84.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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