+94.1%
HUT vs IRM
+192.5%
-98.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.7% | +7.0% | +7.0% |
| 7D | +28.3% | +1.6% | +26.6% | +26.3% |
| 30D | +12.3% | -4.2% | +16.5% | +17.4% |
| 3M | -16.8% | -5.4% | -11.4% | -11.3% |
| 6M | +111.4% | +12.0% | +99.3% | +93.0% |
| YTD | +116.6% | +42.0% | +74.5% | +58.0% |
| 1Y | +290.5% | +29.9% | +260.6% | +215.6% |
| 3Y | +792.3% | +104.4% | +687.9% | +366.5% |
| 5Y | +94.1% | +191.0% | -96.9% | -9.0% |
| All | +94.1% | +192.5% | -98.4% | -9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling