+129.3%
WFC vs HUT
+71.6%
+57.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.2% | -5.3% | +0.3% |
| 7D | +3.8% | +17.8% | -14.0% | +2.3% |
| 30D | +1.5% | +0.8% | +0.6% | +1.1% |
| 3M | +10.9% | -26.8% | +37.6% | +12.5% |
| 6M | +8.4% | +72.6% | -64.1% | +0.6% |
| YTD | -1.9% | +103.6% | -105.5% | -11.1% |
| 1Y | +12.3% | +265.3% | -252.9% | -5.3% |
| 3Y | +132.3% | +689.4% | -557.1% | +68.8% |
| All | +129.3% | +71.6% | +57.7% | +74.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling