+453.2%
HUT vs WWD
+386.2%
+67.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -2.0% | +8.4% | +7.8% |
| 7D | +28.3% | +0.8% | +27.5% | +27.6% |
| 30D | +12.3% | -6.4% | +18.7% | +17.5% |
| 3M | -16.8% | -5.6% | -11.2% | -14.7% |
| 6M | +111.4% | -9.1% | +120.5% | +125.9% |
| YTD | +116.6% | +12.5% | +104.1% | +99.8% |
| 1Y | +290.5% | +41.3% | +249.1% | +207.2% |
| 3Y | +792.3% | +170.2% | +622.1% | +353.1% |
| 5Y | +94.1% | +192.5% | -98.4% | -5.2% |
| All | +453.2% | +386.2% | +67.0% | +115.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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