+117.7%
WFC vs HUT
+336.9%
-219.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +14.6% | -15.0% | -1.4% |
| 7D | +1.2% | -11.4% | +12.6% | +1.6% |
| 30D | +5.2% | -41.0% | +46.2% | +8.2% |
| 3M | -3.0% | -41.9% | +38.9% | -0.6% |
| 6M | +6.2% | -51.7% | +57.9% | +9.2% |
| YTD | -7.9% | +14.6% | -22.5% | -13.0% |
| 1Y | +0.3% | +21.4% | -21.1% | -6.4% |
| 3Y | +117.7% | +359.8% | -242.1% | +80.9% |
| All | +117.7% | +336.9% | -219.2% | +80.9% |
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