+420.1%
HUT vs RIO
+287.6%
+132.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.4% | +5.8% | +5.8% |
| 7D | +17.8% | 0.0% | +17.8% | +17.9% |
| 30D | +0.8% | +4.0% | -3.1% | -2.5% |
| 3M | -26.8% | +0.1% | -26.9% | -27.1% |
| 6M | +72.6% | +12.7% | +59.8% | +58.6% |
| YTD | +103.6% | +35.6% | +68.1% | +62.9% |
| 1Y | +265.3% | +73.7% | +191.6% | +140.1% |
| 3Y | +689.4% | +93.3% | +596.1% | +371.1% |
| 5Y | +75.3% | +92.4% | -17.1% | +3.2% |
| All | +420.1% | +287.6% | +132.6% | +114.1% |
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