+192.7%
HUT vs LBRT
-25.9%
+218.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | +5.4% | +9.2% | +13.0% |
| 7D | -11.4% | -29.1% | +17.8% | -1.2% |
| 30D | -41.0% | -38.4% | -2.7% | -31.3% |
| 3M | -41.9% | -40.1% | -1.9% | -32.0% |
| 6M | -51.7% | -62.9% | +11.2% | -36.1% |
| YTD | +14.6% | -34.5% | +49.1% | +26.2% |
| 1Y | +21.4% | -30.2% | +51.6% | +31.7% |
| 3Y | +359.8% | -37.5% | +397.3% | +392.4% |
| 5Y | -27.5% | +7.6% | -35.1% | -34.5% |
| All | +192.7% | -25.9% | +218.6% | +85.9% |
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