+453.2%
HUT vs RL
+281.0%
+172.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.1% | +7.5% | +7.0% |
| 7D | +28.3% | +1.9% | +26.4% | +26.9% |
| 30D | +12.3% | -12.2% | +24.5% | +20.7% |
| 3M | -16.8% | -6.6% | -10.2% | -14.5% |
| 6M | +111.4% | +3.2% | +108.2% | +106.7% |
| YTD | +116.6% | -1.3% | +117.9% | +117.9% |
| 1Y | +290.5% | +13.6% | +276.9% | +263.2% |
| 3Y | +792.3% | +210.9% | +581.4% | +404.1% |
| 5Y | +94.1% | +246.9% | -152.7% | +6.8% |
| All | +453.2% | +281.0% | +172.1% | +178.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded RL 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling