+220.1%
HUT vs RMBS
+495.9%
-275.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -3.2% | -3.9% | -4.8% |
| 7D | +9.3% | +10.3% | -1.0% | +2.4% |
| 30D | -23.1% | -10.7% | -12.4% | -15.5% |
| 3M | -30.6% | -17.2% | -13.4% | -19.9% |
| 6M | -46.9% | -39.0% | -7.8% | -27.4% |
| YTD | +25.3% | -10.5% | +35.8% | +22.8% |
| 1Y | +59.8% | -11.0% | +70.8% | +56.7% |
| 3Y | +467.2% | +31.3% | +435.9% | +272.3% |
| 5Y | -24.6% | +242.8% | -267.4% | -77.6% |
| All | +220.1% | +495.9% | -275.8% | -20.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling