-28.6%
WDAY vs HUT
+71.6%
-100.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +6.2% | -11.6% | -5.8% |
| 7D | -4.4% | +17.8% | -22.1% | -5.5% |
| 30D | +14.7% | +0.8% | +13.9% | +14.2% |
| 3M | +32.4% | -26.8% | +59.2% | +33.6% |
| 6M | +36.9% | +72.6% | -35.7% | +25.1% |
| YTD | -8.8% | +103.6% | -112.5% | -19.1% |
| 1Y | -15.3% | +265.3% | -280.6% | -31.2% |
| 3Y | -21.2% | +689.4% | -710.6% | -48.9% |
| All | -28.6% | +71.6% | -100.3% | -51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling