+94.1%
HUT vs WST
-25.8%
+119.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.7% | +7.0% | +6.7% |
| 7D | +28.3% | -0.3% | +28.5% | +28.4% |
| 30D | +12.3% | -4.6% | +16.9% | +15.3% |
| 3M | -16.8% | +5.7% | -22.5% | -19.8% |
| 6M | +111.4% | +37.6% | +73.8% | +75.3% |
| YTD | +116.6% | +23.0% | +93.5% | +90.0% |
| 1Y | +290.5% | +33.8% | +256.6% | +224.8% |
| 3Y | +792.3% | -13.4% | +805.6% | +753.6% |
| 5Y | +94.1% | -27.0% | +121.1% | +106.8% |
| All | +94.1% | -25.8% | +119.9% | +106.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling