+453.2%
HUT vs RMD
+146.9%
+306.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -3.2% | +9.6% | +7.8% |
| 7D | +28.3% | -4.5% | +32.7% | +30.7% |
| 30D | +12.3% | +4.6% | +7.7% | +9.4% |
| 3M | -16.8% | +14.8% | -31.6% | -24.2% |
| 6M | +111.4% | -12.1% | +123.4% | +119.8% |
| YTD | +116.6% | -7.5% | +124.0% | +118.3% |
| 1Y | +290.5% | -20.1% | +310.5% | +322.2% |
| 3Y | +792.3% | +53.9% | +738.4% | +547.1% |
| 5Y | +94.1% | -22.2% | +116.3% | +98.0% |
| All | +453.2% | +146.9% | +306.2% | +366.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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