+502.9%
WELL vs HUT
+194.0%
+308.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +14.6% | -14.8% | -0.7% |
| 7D | +4.4% | -11.4% | +15.8% | +4.6% |
| 30D | +10.8% | -41.0% | +51.8% | +12.4% |
| 3M | +4.2% | -41.9% | +46.1% | +5.6% |
| 6M | +14.0% | -51.7% | +65.7% | +15.6% |
| YTD | +33.4% | +14.6% | +18.8% | +29.6% |
| 1Y | +32.4% | +21.4% | +11.0% | +27.8% |
| 3Y | +194.7% | +359.8% | -165.1% | +155.7% |
| 5Y | +226.5% | -27.5% | +253.9% | +192.8% |
| All | +502.9% | +194.0% | +308.9% | +306.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling