+36.0%
WDAY vs HUT
+455.5%
-419.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +6.4% | -11.2% | -5.3% |
| 7D | -6.1% | +28.3% | -34.4% | -7.8% |
| 30D | +3.7% | +12.3% | -8.6% | +2.4% |
| 3M | +29.6% | -16.8% | +46.4% | +29.4% |
| 6M | +23.3% | +111.4% | -88.0% | +12.5% |
| YTD | -13.3% | +116.6% | -129.8% | -21.8% |
| 1Y | -19.6% | +290.5% | -310.1% | -32.4% |
| 3Y | -25.7% | +792.3% | -818.0% | -46.9% |
| 5Y | -31.6% | +94.1% | -125.7% | -49.3% |
| All | +36.0% | +455.5% | -419.5% | -29.3% |
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