+433.3%
HUT vs RIG
-39.3%
+472.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.9% | -2.7% | -3.4% |
| 7D | +18.9% | -8.2% | +27.1% | +21.1% |
| 30D | +12.0% | -0.2% | +12.2% | +11.9% |
| 3M | -14.9% | -2.7% | -12.1% | -14.8% |
| 6M | +96.8% | -7.5% | +104.3% | +96.8% |
| YTD | +108.8% | +38.3% | +70.5% | +90.7% |
| 1Y | +227.4% | +81.8% | +145.5% | +182.3% |
| 3Y | +760.3% | -30.2% | +790.5% | +774.3% |
| 5Y | +86.1% | +59.9% | +26.1% | +57.7% |
| All | +433.3% | -39.3% | +472.6% | +326.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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