+403.8%
HUT vs RIO
+273.0%
+130.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.2% | -1.4% | -1.9% |
| 7D | +2.8% | -3.4% | +6.2% | +6.1% |
| 30D | +2.1% | +0.6% | +1.5% | +1.8% |
| 3M | -14.3% | +2.5% | -16.8% | -16.7% |
| 6M | +84.2% | +10.8% | +73.4% | +72.0% |
| YTD | +97.2% | +30.5% | +66.7% | +63.3% |
| 1Y | +192.7% | +68.1% | +124.6% | +99.1% |
| 3Y | +712.6% | +94.0% | +618.5% | +385.6% |
| 5Y | +85.5% | +92.0% | -6.5% | +9.9% |
| All | +403.8% | +273.0% | +130.7% | +114.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded RIO 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling