+87.9%
WFC vs HUT
+194.0%
-106.0%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +14.6% | -15.0% | -1.3% |
| 7D | +1.2% | -11.4% | +12.6% | +1.6% |
| 30D | +5.2% | -41.0% | +46.2% | +8.0% |
| 3M | -3.0% | -41.9% | +38.9% | -0.7% |
| 6M | +6.2% | -51.7% | +57.9% | +9.1% |
| YTD | -7.9% | +14.6% | -22.5% | -11.8% |
| 1Y | +0.3% | +21.4% | -21.1% | -4.9% |
| 3Y | +117.7% | +359.8% | -242.1% | +79.1% |
| 5Y | +88.4% | -27.5% | +115.8% | +60.6% |
| All | +87.9% | +194.0% | -106.0% | +23.8% |
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