-40.2%
HUT vs IRM
-12.2%
-28.0%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +1.5% | +6.1% | +5.5% |
| 7D | +24.8% | -5.3% | +30.0% | +32.8% |
| 30D | -28.4% | -2.3% | -26.0% | -27.1% |
| 3M | -31.2% | -7.4% | -23.8% | -24.1% |
| 6M | -40.2% | -12.2% | -28.0% | -29.4% |
| All | -40.2% | -12.2% | -28.0% | -29.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling