+94.1%
HUT vs RIO
+97.3%
-3.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.5% | +5.8% | +5.8% |
| 7D | +28.3% | +1.9% | +26.3% | +26.1% |
| 30D | +12.3% | +5.0% | +7.3% | +7.4% |
| 3M | -16.8% | +5.1% | -21.9% | -21.3% |
| 6M | +111.4% | +17.6% | +93.7% | +85.6% |
| YTD | +116.6% | +36.3% | +80.3% | +70.8% |
| 1Y | +290.5% | +71.2% | +219.3% | +157.0% |
| 3Y | +792.3% | +102.7% | +689.6% | +406.3% |
| 5Y | +94.1% | +99.6% | -5.5% | +9.7% |
| All | +94.1% | +97.3% | -3.2% | +9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling