+433.3%
HUT vs RIO
+289.3%
+144.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.5% |
| 7D | +18.9% | +1.0% | +17.9% | +18.0% |
| 30D | +12.0% | +4.0% | +7.9% | +8.3% |
| 3M | -14.9% | +4.5% | -19.4% | -18.6% |
| 6M | +96.8% | +17.3% | +79.5% | +74.7% |
| YTD | +108.8% | +36.2% | +72.6% | +66.4% |
| 1Y | +227.4% | +76.1% | +151.2% | +113.7% |
| 3Y | +760.3% | +102.5% | +657.7% | +394.8% |
| 5Y | +86.1% | +103.5% | -17.5% | +4.7% |
| All | +433.3% | +289.3% | +144.0% | +118.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling