-18.9%
HUT vs RNG
-71.6%
+52.7%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.1% |
| 7D | +34.9% | +2.3% | +32.6% | +33.5% |
| 30D | -25.9% | -3.4% | -22.5% | -24.5% |
| 3M | -31.7% | +20.9% | -52.6% | -37.7% |
| 6M | -42.2% | +82.2% | -124.5% | -59.3% |
| YTD | +34.9% | +164.6% | -129.7% | -30.2% |
| 1Y | +48.5% | +177.0% | -128.5% | -25.1% |
| 3Y | +471.2% | +177.4% | +293.8% | +167.1% |
| 5Y | -18.9% | -72.3% | +53.5% | +55.7% |
| All | -18.9% | -71.6% | +52.7% | +55.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling