+433.3%
HUT vs RUN
+30.6%
+402.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.6% | +1.0% | -2.1% |
| 7D | +18.9% | -1.8% | +20.7% | +19.6% |
| 30D | +12.0% | -10.8% | +22.8% | +16.2% |
| 3M | -14.9% | -30.2% | +15.3% | -5.4% |
| 6M | +96.8% | -22.3% | +119.1% | +109.8% |
| YTD | +108.8% | -52.2% | +161.0% | +152.0% |
| 1Y | +227.4% | -45.1% | +272.5% | +277.8% |
| 3Y | +760.3% | -37.1% | +797.4% | +544.8% |
| 5Y | +86.1% | -80.3% | +166.3% | +100.4% |
| All | +433.3% | +30.6% | +402.8% | +437.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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