+217.0%
HUT vs LDOS
+129.8%
+87.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.3% | +6.0% | +7.4% |
| 7D | +3.7% | -5.8% | +9.5% | +5.4% |
| 30D | -32.3% | +11.6% | -43.9% | -36.0% |
| 3M | -35.6% | -1.0% | -34.6% | -36.8% |
| 6M | -42.1% | +5.1% | -47.1% | -45.4% |
| YTD | +24.1% | -24.0% | +48.2% | +36.5% |
| 1Y | +27.9% | -30.3% | +58.2% | +47.3% |
| 3Y | +409.1% | +37.0% | +372.2% | +322.4% |
| 5Y | -25.9% | +53.4% | -79.3% | -42.5% |
| All | +217.0% | +129.8% | +87.2% | +133.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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