+359.8%
HUT vs RRC
+36.3%
+323.6%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | -2.9% | +17.5% | +16.1% |
| 7D | -11.4% | -10.8% | -0.5% | -5.7% |
| 30D | -41.0% | +22.3% | -63.4% | -47.7% |
| 3M | -41.9% | +26.6% | -68.5% | -50.2% |
| 6M | -51.7% | +18.9% | -70.6% | -57.4% |
| YTD | +14.6% | +39.2% | -24.6% | -14.8% |
| 1Y | +21.4% | +34.0% | -12.6% | -6.3% |
| 3Y | +359.8% | +42.0% | +317.8% | +218.7% |
| All | +359.8% | +36.3% | +323.6% | +218.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 3y: compounded portfolio wealth divided by compounded RRC 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…
3y analysis · Full analysis span regression · 6 months rolling