+59.8%
HUT vs RMBS
-18.4%
+78.2%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -3.2% | -3.9% | -4.9% |
| 7D | +9.3% | +10.3% | -1.0% | +2.6% |
| 30D | -23.1% | -10.7% | -12.4% | -16.0% |
| 3M | -30.6% | -17.2% | -13.4% | -20.7% |
| 6M | -46.9% | -39.0% | -7.8% | -29.6% |
| YTD | +25.3% | -10.5% | +35.8% | +15.5% |
| 1Y | +59.8% | -11.0% | +70.8% | +45.3% |
| All | +59.8% | -18.4% | +78.2% | +45.3% |
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