+217.0%
HUT vs RL
+338.6%
-121.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +5.8% | +2.5% | +5.0% |
| 7D | +3.7% | +0.2% | +3.4% | +2.6% |
| 30D | -32.3% | +7.3% | -39.7% | -35.7% |
| 3M | -35.6% | +1.0% | -36.7% | -36.9% |
| 6M | -42.1% | +11.8% | -53.9% | -47.2% |
| YTD | +24.1% | +13.6% | +10.5% | +13.9% |
| 1Y | +27.9% | +24.0% | +3.8% | +11.7% |
| 3Y | +409.1% | +256.6% | +152.5% | +162.3% |
| 5Y | -25.9% | +240.2% | -266.2% | -61.3% |
| All | +217.0% | +338.6% | -121.5% | +45.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling