+403.8%
HUT vs RNG
+5.2%
+398.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.9% | -4.7% | -5.2% |
| 7D | +2.8% | -9.6% | +12.4% | +6.5% |
| 30D | +2.1% | +8.8% | -6.8% | -2.1% |
| 3M | -14.3% | +78.6% | -92.9% | -36.2% |
| 6M | +84.2% | +70.3% | +13.9% | +34.9% |
| YTD | +97.2% | +140.3% | -43.1% | +16.7% |
| 1Y | +192.7% | +126.6% | +66.1% | +78.8% |
| 3Y | +712.6% | +120.2% | +592.3% | +378.6% |
| 5Y | +85.5% | -68.3% | +153.8% | +118.8% |
| All | +403.8% | +5.2% | +398.6% | +522.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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