+420.1%
HUT vs RMBS
+519.3%
-99.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.3% | +4.9% | +5.3% |
| 7D | +17.8% | -0.3% | +18.1% | +18.1% |
| 30D | +0.8% | -12.2% | +13.0% | +10.5% |
| 3M | -26.8% | -49.5% | +22.8% | +14.7% |
| 6M | +72.6% | -7.1% | +79.7% | +68.7% |
| YTD | +103.6% | -7.0% | +110.6% | +92.5% |
| 1Y | +265.3% | +13.3% | +251.9% | +194.6% |
| 3Y | +689.4% | +49.2% | +640.2% | +355.0% |
| 5Y | +75.3% | +250.0% | -174.6% | -49.0% |
| All | +420.1% | +519.3% | -99.1% | +24.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling