-57.7%
WBD vs HUT
-39.4%
-18.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.1% | +8.2% | +5.3% |
| 7D | -13.9% | -8.1% | -5.9% | -13.4% |
| 30D | -7.6% | +16.0% | -23.6% | -8.5% |
| 3M | -28.3% | -28.9% | +0.6% | -26.9% |
| 6M | -22.3% | +18.6% | -40.9% | -23.8% |
| YTD | +6.9% | +155.3% | -148.4% | -1.1% |
| 1Y | -6.2% | +24.0% | -30.2% | -9.9% |
| 3Y | -55.8% | +144.4% | -200.2% | -59.4% |
| 5Y | -69.3% | -2.6% | -66.7% | -72.0% |
| All | -57.7% | -39.4% | -18.3% | -62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 HUT 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