+220.1%
HUT vs LBRT
-19.1%
+239.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.1% | -8.2% | -7.4% |
| 7D | +9.3% | +9.2% | +0.1% | +6.6% |
| 30D | -23.1% | -27.5% | +4.4% | -14.8% |
| 3M | -30.6% | -37.9% | +7.3% | -19.6% |
| 6M | -46.9% | -60.7% | +13.9% | -30.9% |
| YTD | +25.3% | -28.5% | +53.8% | +34.5% |
| 1Y | +59.8% | -13.2% | +73.0% | +62.7% |
| 3Y | +467.2% | -28.8% | +496.0% | +486.4% |
| 5Y | -24.6% | +28.0% | -52.6% | -35.0% |
| All | +220.1% | -19.1% | +239.2% | +98.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 LBRT 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