+239.5%
HUT vs RIO
+218.9%
+20.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.5% | +7.0% | +7.1% |
| 7D | +24.8% | +0.5% | +24.3% | +24.6% |
| 30D | -28.4% | -9.9% | -18.5% | -21.8% |
| 3M | -31.2% | -14.0% | -17.2% | -21.5% |
| 6M | -40.2% | -19.5% | -20.7% | -27.9% |
| YTD | +32.9% | +11.5% | +21.4% | +26.0% |
| 1Y | +39.1% | +26.9% | +12.1% | +19.3% |
| 3Y | +462.8% | +55.1% | +407.6% | +306.7% |
| 5Y | -13.9% | +90.7% | -104.6% | -47.9% |
| All | +239.5% | +218.9% | +20.6% | +65.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling