+192.7%
HUT vs LDOS
+124.6%
+68.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | -2.3% | +16.9% | +15.4% |
| 7D | -11.4% | -7.2% | -4.2% | -9.5% |
| 30D | -41.0% | +16.8% | -57.9% | -45.5% |
| 3M | -41.9% | -1.6% | -40.3% | -43.0% |
| 6M | -51.7% | -1.0% | -50.7% | -53.2% |
| YTD | +14.6% | -25.8% | +40.4% | +27.0% |
| 1Y | +21.4% | -31.1% | +52.5% | +40.2% |
| 3Y | +359.8% | +32.8% | +327.0% | +285.9% |
| 5Y | -27.5% | +49.4% | -76.9% | -43.2% |
| All | +192.7% | +124.6% | +68.1% | +117.5% |
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