+420.1%
HUT vs WST
+290.7%
+129.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.8% | +7.0% | +6.6% |
| 7D | +17.8% | +0.7% | +17.0% | +17.3% |
| 30D | +0.8% | -3.1% | +4.0% | +2.6% |
| 3M | -26.8% | +7.2% | -34.0% | -29.6% |
| 6M | +72.6% | +36.8% | +35.7% | +45.5% |
| YTD | +103.6% | +23.8% | +79.8% | +79.9% |
| 1Y | +265.3% | +37.8% | +227.5% | +203.8% |
| 3Y | +689.4% | -15.9% | +705.3% | +667.6% |
| 5Y | +75.3% | -25.8% | +101.2% | +73.7% |
| All | +420.1% | +290.7% | +129.4% | +212.7% |
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