+504.8%
WELL vs HUT
+246.0%
+258.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.0% |
| 7D | +0.1% | +34.9% | -34.7% | -0.9% |
| 30D | +6.8% | -25.9% | +32.7% | +7.5% |
| 3M | +6.7% | -31.7% | +38.5% | +7.5% |
| 6M | +13.8% | -42.2% | +56.1% | +14.7% |
| YTD | +33.8% | +34.9% | -1.1% | +29.3% |
| 1Y | +29.6% | +48.5% | -18.9% | +24.2% |
| 3Y | +203.1% | +471.2% | -268.1% | +160.9% |
| 5Y | +223.8% | -18.9% | +242.7% | +189.6% |
| All | +504.8% | +246.0% | +258.7% | +305.8% |
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 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