+265.3%
HUT vs RMBS
+16.3%
+249.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.3% | +4.9% | +5.4% |
| 7D | +17.8% | -0.3% | +18.1% | +18.0% |
| 30D | +0.8% | -12.2% | +13.0% | +9.6% |
| 3M | -26.8% | -49.5% | +22.8% | +9.3% |
| 6M | +72.6% | -7.1% | +79.7% | +65.2% |
| YTD | +103.6% | -7.0% | +110.6% | +86.6% |
| 1Y | +265.3% | +13.3% | +251.9% | +229.1% |
| All | +265.3% | +16.3% | +249.0% | +229.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 1y: compounded portfolio wealth divided by compounded RMBS 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…
1y analysis · Full analysis span regression · 6 months rolling