+202.2%
WELL vs HUT
+445.7%
-243.5%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.1% | +6.9% | -0.2% |
| 7D | +0.1% | +9.3% | -9.2% | +0.1% |
| 30D | +5.7% | -23.1% | +28.8% | +5.7% |
| 3M | +4.6% | -30.6% | +35.2% | +4.7% |
| 6M | +11.9% | -46.9% | +58.7% | +12.0% |
| YTD | +33.6% | +25.3% | +8.3% | +31.3% |
| 1Y | +29.8% | +59.8% | -30.1% | +26.8% |
| 3Y | +202.2% | +467.2% | -265.0% | +177.2% |
| All | +202.2% | +445.7% | -243.5% | +177.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling