+283.5%
WMB vs HUT
+218.4%
+65.1%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +8.3% | -4.6% | +3.3% |
| 7D | -6.7% | +3.7% | -10.3% | -7.0% |
| 30D | -8.6% | -32.3% | +23.8% | -7.1% |
| 3M | -4.9% | -35.6% | +30.7% | -3.4% |
| 6M | -6.3% | -42.1% | +35.8% | -4.9% |
| YTD | +13.0% | +24.1% | -11.1% | +8.9% |
| 1Y | +14.9% | +27.9% | -12.9% | +10.1% |
| 3Y | +113.4% | +409.1% | -295.7% | +81.1% |
| 5Y | +190.2% | -25.9% | +216.1% | +156.5% |
| All | +283.5% | +218.4% | +65.1% | +132.6% |
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 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