-31.7%
HL vs HUT
-37.6%
+5.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.6% | -8.7% | -2.5% |
| 7D | -5.6% | +24.8% | -30.3% | -9.2% |
| 30D | -16.2% | -28.4% | +12.2% | -10.5% |
| 3M | -20.5% | -31.2% | +10.7% | -15.5% |
| 6M | -31.7% | -40.2% | +8.6% | -29.0% |
| All | -31.7% | -37.6% | +5.9% | -29.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling