+420.1%
HUT vs IRM
+462.0%
-41.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.6% | +4.6% | +5.0% |
| 7D | +17.8% | -0.5% | +18.2% | +18.3% |
| 30D | +0.8% | -8.1% | +8.9% | +7.2% |
| 3M | -26.8% | -9.7% | -17.1% | -20.6% |
| 6M | +72.6% | +10.0% | +62.6% | +65.3% |
| YTD | +103.6% | +43.0% | +60.6% | +64.7% |
| 1Y | +265.3% | +32.7% | +232.6% | +215.0% |
| 3Y | +689.4% | +102.7% | +586.7% | +445.1% |
| 5Y | +75.3% | +187.6% | -112.2% | +4.1% |
| All | +420.1% | +462.0% | -41.8% | +123.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling