+420.1%
HUT vs RIG
-37.8%
+457.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.8% | +9.0% | +6.8% |
| 7D | +17.8% | +0.9% | +16.9% | +17.4% |
| 30D | +0.8% | +13.8% | -13.0% | -2.4% |
| 3M | -26.8% | -6.4% | -20.4% | -26.0% |
| 6M | +72.6% | -8.2% | +80.7% | +73.1% |
| YTD | +103.6% | +41.6% | +62.0% | +85.0% |
| 1Y | +265.3% | +88.7% | +176.6% | +212.3% |
| 3Y | +689.4% | -30.9% | +720.3% | +703.2% |
| 5Y | +75.3% | +57.7% | +17.7% | +48.4% |
| All | +420.1% | -37.8% | +457.9% | +313.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling