+192.7%
HUT vs RL
+314.4%
-121.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | -1.4% | +15.9% | +15.4% |
| 7D | -11.4% | -4.2% | -7.2% | -10.2% |
| 30D | -41.0% | +4.3% | -45.3% | -43.1% |
| 3M | -41.9% | -4.6% | -37.3% | -41.2% |
| 6M | -51.7% | +1.7% | -53.4% | -53.5% |
| YTD | +14.6% | +7.3% | +7.3% | +8.5% |
| 1Y | +21.4% | +20.8% | +0.6% | +7.6% |
| 3Y | +359.8% | +247.0% | +112.9% | +140.8% |
| 5Y | -27.5% | +225.5% | -252.9% | -61.0% |
| All | +192.7% | +314.4% | -121.7% | +38.8% |
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