+195.5%
RTX vs HUT
+240.9%
-45.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.6% | -7.0% | +0.2% |
| 7D | +1.4% | +24.8% | -23.3% | +0.6% |
| 30D | +7.8% | -28.4% | +36.2% | +8.7% |
| 3M | -9.8% | -31.2% | +21.4% | -9.1% |
| 6M | +13.5% | -40.2% | +53.8% | +14.4% |
| YTD | +10.9% | +32.9% | -22.0% | +7.7% |
| 1Y | +14.0% | +39.1% | -25.1% | +10.1% |
| 3Y | +159.9% | +462.8% | -302.9% | +127.6% |
| 5Y | +151.7% | -13.9% | +165.5% | +127.5% |
| All | +195.5% | +240.9% | -45.5% | +110.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling