+420.1%
HUT vs WY
-6.9%
+427.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.8% | +5.4% | +5.6% |
| 7D | +17.8% | -1.7% | +19.5% | +19.1% |
| 30D | +0.8% | -10.1% | +10.9% | +8.0% |
| 3M | -26.8% | -5.1% | -21.6% | -26.1% |
| 6M | +72.6% | -4.8% | +77.3% | +74.4% |
| YTD | +103.6% | -0.2% | +103.9% | +98.0% |
| 1Y | +265.3% | -6.6% | +271.9% | +267.4% |
| 3Y | +689.4% | -22.7% | +712.1% | +792.3% |
| 5Y | +75.3% | -22.2% | +97.6% | +110.9% |
| All | +420.1% | -6.9% | +427.0% | +370.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling