+239.5%
HUT vs IRM
+444.9%
-205.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +1.5% | +6.1% | +6.5% |
| 7D | +24.8% | -5.3% | +30.0% | +29.6% |
| 30D | -28.4% | -2.3% | -26.0% | -26.9% |
| 3M | -31.2% | -7.4% | -23.8% | -26.5% |
| 6M | -40.2% | -12.2% | -28.0% | -33.2% |
| YTD | +32.9% | +38.6% | -5.7% | +11.0% |
| 1Y | +39.1% | +14.9% | +24.2% | +31.9% |
| 3Y | +462.8% | +108.2% | +354.6% | +289.0% |
| 5Y | -13.9% | +183.8% | -197.7% | -47.5% |
| All | +239.5% | +444.9% | -205.4% | +50.4% |
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