+359.8%
HUT vs LDOS
+32.3%
+327.6%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | -2.3% | +16.9% | +15.0% |
| 7D | -11.4% | -7.2% | -4.2% | -10.4% |
| 30D | -41.0% | +16.8% | -57.9% | -44.2% |
| 3M | -41.9% | -1.6% | -40.3% | -42.6% |
| 6M | -51.7% | -1.0% | -50.7% | -52.0% |
| YTD | +14.6% | -25.8% | +40.4% | +33.1% |
| 1Y | +21.4% | -31.1% | +52.5% | +47.6% |
| 3Y | +359.8% | +32.8% | +327.0% | +484.5% |
| All | +359.8% | +32.3% | +327.6% | +484.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling