+423.2%
HUT vs RIG
-22.2%
+445.4%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -10.9% | -12.2% | +1.3% | -5.2% |
| 30D | -32.6% | -6.0% | -26.6% | -31.0% |
| 3M | -33.7% | -9.4% | -24.3% | -31.9% |
| 6M | -42.3% | -19.1% | -23.3% | -39.1% |
| YTD | +23.6% | +25.4% | -1.8% | +3.2% |
| 1Y | +20.4% | +23.3% | -3.0% | +2.1% |
| 3Y | +423.2% | -22.1% | +445.3% | +468.0% |
| All | +423.2% | -22.2% | +445.4% | +468.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling