+244.6%
HUT vs RMBS
+515.7%
-271.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.8% |
| 7D | +34.9% | +21.9% | +12.9% | +18.0% |
| 30D | -25.9% | -13.4% | -12.4% | -16.8% |
| 3M | -31.7% | -15.9% | -15.8% | -22.1% |
| 6M | -42.2% | -34.8% | -7.5% | -24.8% |
| YTD | +34.9% | -7.5% | +42.4% | +29.1% |
| 1Y | +48.5% | -16.9% | +65.4% | +53.4% |
| 3Y | +471.2% | +35.5% | +435.7% | +266.4% |
| 5Y | -18.9% | +254.2% | -273.1% | -76.4% |
| All | +244.6% | +515.7% | -271.1% | -16.7% |
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