-2.1%
HUT vs IRE
-98.0%
+96.0%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -33.9% | +27.8% | +6.8% |
| 7D | -30.8% | -57.1% | +26.3% | -6.9% |
| 30D | -50.2% | -84.4% | +34.3% | -5.4% |
| 3M | -50.5% | -85.0% | +34.5% | -9.0% |
| 6M | -42.9% | -95.2% | +52.3% | +34.7% |
| YTD | 0.0% | -93.9% | +94.0% | +75.4% |
| 1Y | -2.2% | -98.8% | +96.6% | +186.8% |
| All | -2.1% | -98.0% | +96.0% | +130.3% |
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