+409.1%
HUT vs LBRT
-28.3%
+437.4%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +8.1% | +0.2% | +4.9% |
| 7D | +3.7% | -11.9% | +15.6% | +10.1% |
| 30D | -32.3% | -31.9% | -0.4% | -20.8% |
| 3M | -35.6% | -34.9% | -0.8% | -23.5% |
| 6M | -42.1% | -60.7% | +18.6% | -19.3% |
| YTD | +24.1% | -29.2% | +53.3% | +32.4% |
| 1Y | +27.9% | -23.6% | +51.5% | +32.8% |
| 3Y | +409.1% | -26.8% | +435.9% | +445.3% |
| All | +409.1% | -28.3% | +437.4% | +445.3% |
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