+220.1%
HUT vs RNG
+15.0%
+205.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.7% | -6.4% | -6.9% |
| 7D | +9.3% | +4.6% | +4.7% | +7.6% |
| 30D | -23.1% | +0.4% | -23.5% | -23.0% |
| 3M | -30.6% | +11.4% | -42.0% | -33.8% |
| 6M | -46.9% | +95.7% | -142.5% | -62.1% |
| YTD | +25.3% | +162.9% | -137.6% | -28.3% |
| 1Y | +59.8% | +180.3% | -120.4% | -11.3% |
| 3Y | +467.2% | +188.3% | +278.8% | +198.4% |
| 5Y | -24.6% | -72.5% | +47.9% | -6.3% |
| All | +220.1% | +15.0% | +205.1% | +282.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling