+619.0%
WDC vs HUT
+435.6%
+183.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.6% | +4.6% | +1.5% |
| 7D | +7.5% | +18.9% | -11.4% | +5.2% |
| 30D | +10.1% | +12.0% | -1.9% | +8.3% |
| 3M | -6.8% | -14.9% | +8.0% | -5.5% |
| 6M | +84.1% | +96.8% | -12.7% | +69.8% |
| YTD | +180.3% | +108.8% | +71.5% | +155.9% |
| 1Y | +411.1% | +227.4% | +183.7% | +341.7% |
| 3Y | +1,375.0% | +760.3% | +614.7% | +986.3% |
| 5Y | +991.6% | +86.1% | +905.5% | +728.1% |
| All | +619.0% | +435.6% | +183.4% | +275.5% |
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