+403.8%
HUT vs WY
-11.0%
+414.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.7% | -2.9% | -3.8% |
| 7D | +2.8% | -3.7% | +6.5% | +5.4% |
| 30D | +2.1% | -11.3% | +13.4% | +10.3% |
| 3M | -14.3% | -8.1% | -6.1% | -11.5% |
| 6M | +84.2% | -7.4% | +91.7% | +89.5% |
| YTD | +97.2% | -4.7% | +101.9% | +97.6% |
| 1Y | +192.7% | -9.2% | +201.9% | +200.7% |
| 3Y | +712.6% | -24.7% | +737.3% | +832.7% |
| 5Y | +85.5% | -21.6% | +107.0% | +123.2% |
| All | +403.8% | -11.0% | +414.8% | +369.4% |
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