-13.2%
WDAY vs HUT
+445.7%
-458.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -7.1% | +10.2% | +3.0% |
| 7D | +1.8% | +9.3% | -7.5% | +1.9% |
| 30D | +4.1% | -23.1% | +27.2% | +4.0% |
| 3M | -4.8% | -30.6% | +25.8% | -5.0% |
| 6M | +68.6% | -46.9% | +115.5% | +68.4% |
| YTD | -8.5% | +25.3% | -33.8% | -12.5% |
| 1Y | -12.1% | +59.8% | -71.9% | -17.3% |
| 3Y | -13.2% | +467.2% | -480.4% | -22.1% |
| All | -13.2% | +445.7% | -458.9% | -22.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling