+796.4%
HUT vs RIO
+95.3%
+701.2%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.5% |
| 7D | +18.9% | +1.0% | +17.9% | +17.7% |
| 30D | +12.0% | +4.0% | +7.9% | +7.3% |
| 3M | -14.9% | +4.5% | -19.4% | -19.6% |
| 6M | +96.8% | +17.3% | +79.5% | +69.5% |
| YTD | +108.8% | +36.2% | +72.6% | +60.3% |
| 1Y | +227.4% | +76.1% | +151.2% | +104.7% |
| All | +796.4% | +95.3% | +701.2% | +403.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling