+403.8%
HUT vs WU
-40.8%
+444.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.7% | -4.8% | -5.3% |
| 7D | +2.8% | -5.0% | +7.8% | +4.8% |
| 30D | +2.1% | -2.3% | +4.3% | +2.5% |
| 3M | -14.3% | -3.2% | -11.0% | -16.6% |
| 6M | +84.2% | -25.0% | +109.3% | +101.5% |
| YTD | +97.2% | -21.7% | +118.9% | +108.9% |
| 1Y | +192.7% | -9.0% | +201.7% | +187.3% |
| 3Y | +712.6% | -28.9% | +741.4% | +775.1% |
| 5Y | +85.5% | -51.0% | +136.5% | +132.2% |
| All | +403.8% | -40.8% | +444.6% | +558.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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