-35.5%
RBLX vs HUT
+121.1%
-156.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.4% | -2.9% | +2.2% |
| 7D | +10.2% | +28.3% | -18.1% | +4.5% |
| 30D | +18.6% | +12.3% | +6.3% | +14.8% |
| 3M | +6.0% | -16.8% | +22.8% | +6.9% |
| 6M | -29.5% | +111.4% | -140.8% | -44.2% |
| YTD | -44.7% | +116.6% | -161.3% | -57.0% |
| 1Y | -65.1% | +290.5% | -355.6% | -77.3% |
| 3Y | +54.5% | +792.3% | -737.8% | -35.5% |
| 5Y | -46.3% | +94.1% | -140.5% | -75.1% |
| All | -35.5% | +121.1% | -156.6% | -67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 all: compounded portfolio wealth divided by compounded HUT 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…
all analysis · Full analysis span regression · 6 months rolling