+260.9%
HL vs HUT
+246.0%
+14.9%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.5% | -7.0% | -5.6% |
| 7D | -7.6% | +34.9% | -42.5% | -10.7% |
| 30D | -17.5% | -25.9% | +8.4% | -15.6% |
| 3M | -26.2% | -31.7% | +5.5% | -24.1% |
| 6M | -35.1% | -42.2% | +7.2% | -32.5% |
| YTD | -30.4% | +34.9% | -65.3% | -34.5% |
| 1Y | -14.0% | +48.5% | -62.5% | -20.3% |
| 3Y | +256.3% | +471.2% | -214.9% | +163.7% |
| 5Y | +112.5% | -18.9% | +131.4% | +69.2% |
| All | +260.9% | +246.0% | +14.9% | +91.6% |
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