+596.7%
WDC vs HUT
+422.3%
+174.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +6.2% | -0.3% | +5.1% |
| 7D | +1.7% | +17.8% | -16.0% | -0.3% |
| 30D | -10.0% | +0.8% | -10.8% | -10.3% |
| 3M | -18.8% | -26.8% | +8.0% | -16.1% |
| 6M | +79.0% | +72.6% | +6.5% | +67.5% |
| YTD | +171.6% | +103.6% | +67.9% | +148.7% |
| 1Y | +417.4% | +265.3% | +152.1% | +342.6% |
| 3Y | +1,251.8% | +689.4% | +562.4% | +903.9% |
| 5Y | +911.7% | +75.3% | +836.4% | +671.5% |
| All | +596.7% | +422.3% | +174.4% | +265.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling