+92.0%
WFC vs HUT
+217.0%
-125.0%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.8% | +0.3% |
| 7D | +0.9% | -10.9% | +11.8% | +1.3% |
| 30D | +3.3% | -32.6% | +35.9% | +5.2% |
| 3M | -1.4% | -33.7% | +32.3% | +0.1% |
| 6M | +14.7% | -42.3% | +57.0% | +16.5% |
| YTD | -5.9% | +23.6% | -29.5% | -10.4% |
| 1Y | +1.8% | +20.4% | -18.5% | -3.4% |
| 3Y | +124.9% | +423.2% | -298.3% | +83.5% |
| 5Y | +92.7% | -19.4% | +112.2% | +63.4% |
| All | +92.0% | +217.0% | -125.0% | +25.8% |
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