+453.2%
HUT vs IRM
+458.2%
-5.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.7% | +7.0% | +6.8% |
| 7D | +28.3% | +1.6% | +26.6% | +26.9% |
| 30D | +12.3% | -4.2% | +16.5% | +16.0% |
| 3M | -16.8% | -5.4% | -11.4% | -12.8% |
| 6M | +111.4% | +12.0% | +99.3% | +99.8% |
| YTD | +116.6% | +42.0% | +74.5% | +75.9% |
| 1Y | +290.5% | +29.9% | +260.6% | +241.3% |
| 3Y | +792.3% | +104.4% | +687.9% | +513.9% |
| 5Y | +94.1% | +191.0% | -96.9% | +15.0% |
| All | +453.2% | +458.2% | -5.0% | +138.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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