+503.6%
WELL vs HUT
+221.4%
+282.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.1% | +6.9% | 0.0% |
| 7D | +0.1% | +9.3% | -9.2% | -0.2% |
| 30D | +5.7% | -23.1% | +28.8% | +6.2% |
| 3M | +4.6% | -30.6% | +35.2% | +5.3% |
| 6M | +11.9% | -46.9% | +58.7% | +13.0% |
| YTD | +33.6% | +25.3% | +8.3% | +29.4% |
| 1Y | +29.8% | +59.8% | -30.1% | +24.0% |
| 3Y | +202.2% | +467.2% | -265.0% | +159.9% |
| 5Y | +223.2% | -24.6% | +247.9% | +189.7% |
| All | +503.6% | +221.4% | +282.2% | +306.0% |
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 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