+2.5%
WFC vs HUT
-2.9%
+5.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -23.2% | +25.5% | +3.1% |
| 7D | +4.5% | -29.5% | +34.0% | +5.7% |
| 30D | +7.4% | -45.2% | +52.5% | +9.7% |
| 3M | -0.5% | -51.6% | +51.1% | +2.1% |
| 6M | +11.7% | -37.3% | +49.0% | +10.6% |
| YTD | -4.6% | +6.5% | -11.2% | -11.5% |
| 1Y | +2.5% | +1.7% | +0.8% | -5.0% |
| All | +2.5% | -2.9% | +5.4% | -5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling