-25.9%
HUT vs LDOS
+51.2%
-77.1%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.3% | +6.0% | +7.6% |
| 7D | +3.7% | -5.8% | +9.5% | +5.0% |
| 30D | -32.3% | +11.6% | -43.9% | -35.5% |
| 3M | -35.6% | -1.0% | -34.6% | -36.6% |
| 6M | -42.1% | +5.1% | -47.1% | -44.8% |
| YTD | +24.1% | -24.0% | +48.2% | +39.6% |
| 1Y | +27.9% | -30.3% | +58.2% | +51.0% |
| 3Y | +409.1% | +37.0% | +372.2% | +335.9% |
| 5Y | -25.9% | +53.4% | -79.3% | -40.3% |
| All | -25.9% | +51.2% | -77.1% | -40.3% |
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