+278.8%
WMB vs HUT
+71.6%
+207.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.2% | -6.1% | -0.2% |
| 7D | +0.6% | +17.8% | -17.2% | -0.3% |
| 30D | +3.3% | +0.8% | +2.4% | +3.0% |
| 3M | +3.1% | -26.8% | +29.9% | +4.1% |
| 6M | -0.7% | +72.6% | -73.3% | -5.1% |
| YTD | +25.2% | +103.6% | -78.5% | +17.8% |
| 1Y | +32.9% | +265.3% | -232.4% | +19.6% |
| 3Y | +140.6% | +689.4% | -548.9% | +98.3% |
| All | +278.8% | +71.6% | +207.1% | +212.6% |
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