+448.2%
HUT vs RSG
+273.1%
+175.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.8% | +8.1% | +8.5% |
| 7D | +5.4% | 0.0% | +5.4% | +5.4% |
| 30D | +8.6% | +4.0% | +4.7% | +6.6% |
| 3M | -15.2% | +7.4% | -22.6% | -19.3% |
| 6M | +92.9% | +0.1% | +92.8% | +87.7% |
| YTD | +114.6% | +6.0% | +108.6% | +100.7% |
| 1Y | +208.5% | -3.0% | +211.5% | +202.0% |
| 3Y | +821.5% | +56.5% | +765.0% | +515.8% |
| 5Y | +101.8% | +90.9% | +10.9% | +16.1% |
| All | +448.2% | +273.1% | +175.1% | +131.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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