-19.4%
HUT vs RIO
+96.6%
-116.0%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +1.6% |
| 7D | -10.9% | +3.6% | -14.5% | -14.7% |
| 30D | -32.6% | -10.8% | -21.8% | -25.1% |
| 3M | -33.7% | -15.2% | -18.5% | -22.4% |
| 6M | -42.3% | -18.0% | -24.3% | -30.5% |
| YTD | +23.6% | +11.0% | +12.6% | +18.0% |
| 1Y | +20.4% | +26.4% | -6.0% | +3.7% |
| 3Y | +423.2% | +54.4% | +368.9% | +278.1% |
| 5Y | -19.4% | +98.1% | -117.5% | -54.9% |
| All | -19.4% | +96.6% | -116.0% | -54.9% |
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