+467.2%
HUT vs LBRT
-27.1%
+494.3%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.1% | -8.2% | -7.6% |
| 7D | +9.3% | +9.2% | +0.1% | +5.5% |
| 30D | -23.1% | -27.5% | +4.4% | -12.1% |
| 3M | -30.6% | -37.9% | +7.3% | -16.1% |
| 6M | -46.9% | -60.7% | +13.9% | -25.8% |
| YTD | +25.3% | -28.5% | +53.8% | +33.1% |
| 1Y | +59.8% | -13.2% | +73.0% | +57.3% |
| 3Y | +467.2% | -28.8% | +496.0% | +510.8% |
| All | +467.2% | -27.1% | +494.3% | +510.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling