+220.1%
HUT vs WY
-15.8%
+235.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.7% | -8.8% | -8.1% |
| 7D | +9.3% | -0.8% | +10.2% | +9.8% |
| 30D | -23.1% | +10.1% | -33.2% | -30.1% |
| 3M | -30.6% | -15.4% | -15.2% | -25.5% |
| 6M | -46.9% | -8.3% | -38.5% | -47.3% |
| YTD | +25.3% | -9.8% | +35.1% | +25.4% |
| 1Y | +59.8% | -3.9% | +63.7% | +52.7% |
| 3Y | +467.2% | -23.3% | +490.5% | +517.9% |
| 5Y | -24.6% | -31.2% | +6.6% | -5.3% |
| All | +220.1% | -15.8% | +235.9% | +197.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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