+274.9%
HUT vs RDW
-0.7%
+275.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -2.3% | +11.1% | +9.8% |
| 7D | +5.4% | +0.9% | +4.5% | +5.0% |
| 30D | +8.6% | -21.3% | +29.9% | +19.3% |
| 3M | -15.2% | -37.9% | +22.6% | -0.5% |
| 6M | +92.9% | +12.3% | +80.6% | +63.4% |
| YTD | +114.6% | +39.7% | +74.9% | +60.1% |
| 1Y | +208.5% | +25.7% | +182.8% | +131.5% |
| 3Y | +821.5% | +230.8% | +590.7% | +193.8% |
| 5Y | +101.8% | -8.8% | +110.6% | -2.1% |
| All | +274.9% | -0.7% | +275.7% | +69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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