+420.1%
HUT vs RL
+285.4%
+134.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.0% | +4.2% | +5.0% |
| 7D | +17.8% | -0.8% | +18.6% | +18.4% |
| 30D | +0.8% | -7.8% | +8.6% | +5.2% |
| 3M | -26.8% | -4.0% | -22.8% | -25.9% |
| 6M | +72.6% | -1.9% | +74.4% | +74.0% |
| YTD | +103.6% | -0.2% | +103.8% | +103.6% |
| 1Y | +265.3% | +10.7% | +254.6% | +244.7% |
| 3Y | +689.4% | +210.8% | +478.6% | +345.7% |
| 5Y | +75.3% | +238.2% | -162.9% | -3.3% |
| All | +420.1% | +285.4% | +134.7% | +160.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling