-18.9%
HUT vs RL
+243.2%
-262.1%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +2.3% |
| 7D | +34.9% | +2.4% | +32.5% | +31.7% |
| 30D | -25.9% | +4.6% | -30.4% | -30.4% |
| 3M | -31.7% | -1.1% | -30.6% | -32.8% |
| 6M | -42.2% | +16.5% | -58.8% | -53.3% |
| YTD | +34.9% | +11.4% | +23.5% | +15.8% |
| 1Y | +48.5% | +16.1% | +32.4% | +22.2% |
| 3Y | +471.2% | +252.6% | +218.6% | +39.5% |
| 5Y | -18.9% | +244.9% | -263.8% | -82.0% |
| All | -18.9% | +243.2% | -262.1% | -82.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling