+501.6%
HUT vs RL
+257.6%
+244.0%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.4% | +8.9% | +8.7% |
| 7D | +24.8% | -4.4% | +29.1% | +29.2% |
| 30D | -28.4% | +5.6% | -33.9% | -32.7% |
| 3M | -31.2% | -0.6% | -30.6% | -32.3% |
| 6M | -40.2% | +15.5% | -55.7% | -50.0% |
| YTD | +32.9% | +12.3% | +20.6% | +15.7% |
| 1Y | +39.1% | +19.3% | +19.7% | +14.5% |
| All | +501.6% | +257.6% | +244.0% | +66.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling