+508.7%
WELL vs HUT
+218.4%
+290.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +8.3% | -7.3% | +0.7% |
| 7D | +3.5% | +3.7% | -0.2% | +3.1% |
| 30D | +9.7% | -32.3% | +42.0% | +10.8% |
| 3M | +4.8% | -35.6% | +40.4% | +5.8% |
| 6M | +16.1% | -42.1% | +58.2% | +16.9% |
| YTD | +34.7% | +24.1% | +10.6% | +30.5% |
| 1Y | +31.9% | +27.9% | +4.1% | +27.1% |
| 3Y | +209.9% | +409.1% | -199.2% | +167.9% |
| 5Y | +226.5% | -25.9% | +252.5% | +192.9% |
| All | +508.7% | +218.4% | +290.3% | +309.6% |
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