+463.7%
HL vs HUT
+435.6%
+28.1%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.6% | +5.5% | +2.3% |
| 7D | +0.4% | +18.9% | -18.5% | -1.6% |
| 30D | +18.8% | +12.0% | +6.8% | +17.2% |
| 3M | +43.7% | -14.9% | +58.6% | +44.8% |
| 6M | -1.0% | +96.8% | -97.8% | -9.4% |
| YTD | +8.7% | +108.8% | -100.1% | -1.3% |
| 1Y | +105.0% | +227.4% | -122.4% | +75.7% |
| 3Y | +427.3% | +760.3% | -333.0% | +275.8% |
| 5Y | +249.3% | +86.1% | +163.2% | +158.9% |
| All | +463.7% | +435.6% | +28.1% | +188.8% |
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