+12.2%
HUT vs IRE
-97.2%
+109.5%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | +39.6% | -25.0% | -0.4% |
| 7D | -11.4% | -27.2% | +15.8% | -3.5% |
| 30D | -41.0% | -75.1% | +34.1% | -7.2% |
| 3M | -41.9% | -77.9% | +35.9% | -9.0% |
| 6M | -51.7% | -94.6% | +42.9% | +6.1% |
| YTD | +14.6% | -91.5% | +106.1% | +74.6% |
| 1Y | +21.4% | -97.8% | +119.2% | +183.3% |
| All | +12.2% | -97.2% | +109.5% | +129.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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