+433.3%
HUT vs RMBS
+535.1%
-101.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.9% | -4.5% | -4.2% |
| 7D | +18.9% | +3.5% | +15.4% | +16.2% |
| 30D | +12.0% | -8.6% | +20.6% | +19.6% |
| 3M | -14.9% | -40.3% | +25.5% | +18.6% |
| 6M | +96.8% | -1.0% | +97.8% | +83.7% |
| YTD | +108.8% | -4.6% | +113.4% | +94.0% |
| 1Y | +227.4% | +17.6% | +209.8% | +157.1% |
| 3Y | +760.3% | +58.6% | +701.6% | +373.7% |
| 5Y | +86.1% | +270.9% | -184.9% | -47.9% |
| All | +433.3% | +535.1% | -101.8% | +25.1% |
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 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