+239.5%
HUT vs RVTY
+109.9%
+129.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.5% | +8.1% | +8.0% |
| 7D | +24.8% | -0.7% | +25.5% | +25.9% |
| 30D | -28.4% | +1.7% | -30.1% | -27.9% |
| 3M | -31.2% | +36.8% | -68.0% | -45.4% |
| 6M | -40.2% | +60.1% | -100.3% | -58.8% |
| YTD | +32.9% | +64.0% | -31.1% | -9.3% |
| 1Y | +39.1% | +68.2% | -29.2% | -6.7% |
| 3Y | +462.8% | +88.8% | +374.0% | +225.5% |
| 5Y | -13.9% | -10.5% | -3.3% | -8.5% |
| All | +239.5% | +109.9% | +129.6% | +119.7% |
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