+192.7%
HUT vs WST
+359.4%
-166.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | +1.9% | +12.7% | +13.6% |
| 7D | -11.4% | -3.1% | -8.3% | -9.8% |
| 30D | -41.0% | +9.1% | -50.1% | -43.5% |
| 3M | -41.9% | +14.7% | -56.6% | -45.8% |
| 6M | -51.7% | +28.0% | -79.7% | -57.8% |
| YTD | +14.6% | +45.6% | -31.0% | -6.8% |
| 1Y | +21.4% | +45.7% | -24.3% | -1.1% |
| 3Y | +359.8% | +21.1% | +338.7% | +256.1% |
| 5Y | -27.5% | +0.3% | -27.8% | -37.4% |
| All | +192.7% | +359.4% | -166.7% | +61.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling