+217.0%
HUT vs RVTY
+113.2%
+103.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.6% | +4.7% | +5.5% |
| 7D | +3.7% | +6.0% | -2.4% | +0.5% |
| 30D | -32.3% | +4.3% | -36.6% | -33.1% |
| 3M | -35.6% | +40.2% | -75.9% | -49.9% |
| 6M | -42.1% | +59.3% | -101.4% | -59.9% |
| YTD | +24.1% | +66.5% | -42.4% | -16.3% |
| 1Y | +27.9% | +77.5% | -49.6% | -17.7% |
| 3Y | +409.1% | +92.5% | +316.6% | +190.1% |
| 5Y | -25.9% | -6.8% | -19.1% | -23.5% |
| All | +217.0% | +113.2% | +103.8% | +102.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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