+433.3%
HUT vs RVTY
+64.2%
+369.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.5% | -1.0% | -1.7% |
| 7D | +18.9% | -5.4% | +24.3% | +23.8% |
| 30D | +12.0% | +6.7% | +5.2% | +6.6% |
| 3M | -14.9% | +19.0% | -33.9% | -26.5% |
| 6M | +96.8% | +34.6% | +62.2% | +55.4% |
| YTD | +108.8% | +28.3% | +80.5% | +70.6% |
| 1Y | +227.4% | +46.0% | +181.3% | +143.6% |
| 3Y | +760.3% | +16.9% | +743.4% | +605.1% |
| 5Y | +86.1% | -32.9% | +119.0% | +142.9% |
| All | +433.3% | +64.2% | +369.1% | +313.2% |
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