+483.8%
WELL vs HUT
+455.5%
+28.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.4% | -5.9% | +0.2% |
| 7D | -1.3% | +28.3% | -29.6% | -2.2% |
| 30D | +0.5% | +12.3% | -11.8% | 0.0% |
| 3M | +19.1% | -16.8% | +35.9% | +19.2% |
| 6M | +17.0% | +111.4% | -94.4% | +12.3% |
| YTD | +29.2% | +116.6% | -87.4% | +23.4% |
| 1Y | +42.1% | +290.5% | -248.3% | +31.2% |
| 3Y | +204.5% | +792.3% | -587.7% | +158.9% |
| 5Y | +211.0% | +94.1% | +116.8% | +168.7% |
| All | +483.8% | +455.5% | +28.3% | +287.2% |
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