+239.5%
HUT vs RL
+333.7%
-94.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.4% | +8.9% | +8.4% |
| 7D | +24.8% | -4.4% | +29.1% | +27.9% |
| 30D | -28.4% | +5.6% | -33.9% | -31.3% |
| 3M | -31.2% | -0.6% | -30.6% | -31.9% |
| 6M | -40.2% | +15.5% | -55.7% | -46.5% |
| YTD | +32.9% | +12.3% | +20.6% | +22.6% |
| 1Y | +39.1% | +19.3% | +19.7% | +24.0% |
| 3Y | +462.8% | +255.5% | +207.2% | +190.4% |
| 5Y | -13.9% | +247.1% | -260.9% | -55.0% |
| All | +239.5% | +333.7% | -94.2% | +56.9% |
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