+86.3%
HUT vs LDOS
+43.9%
+42.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.5% | +5.7% | +6.0% |
| 7D | +17.8% | -5.4% | +23.2% | +20.2% |
| 30D | +0.8% | +4.9% | -4.0% | -2.0% |
| 3M | -26.8% | +7.2% | -34.0% | -30.0% |
| 6M | +72.6% | -24.2% | +96.8% | +95.5% |
| YTD | +103.6% | -25.8% | +129.4% | +133.4% |
| 1Y | +265.3% | -24.7% | +290.0% | +319.1% |
| 3Y | +689.4% | +39.3% | +650.1% | +584.7% |
| All | +86.3% | +43.9% | +42.5% | +60.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling