+420.1%
HUT vs LDOS
+124.5%
+295.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.5% | +5.7% | +6.0% |
| 7D | +17.8% | -5.4% | +23.2% | +20.5% |
| 30D | +0.8% | +4.9% | -4.0% | -2.1% |
| 3M | -26.8% | +7.2% | -34.0% | -30.5% |
| 6M | +72.6% | -24.2% | +96.8% | +92.8% |
| YTD | +103.6% | -25.8% | +129.4% | +130.0% |
| 1Y | +265.3% | -24.7% | +290.0% | +312.5% |
| 3Y | +689.4% | +39.3% | +650.1% | +559.4% |
| 5Y | +75.3% | +43.3% | +32.0% | +42.3% |
| All | +420.1% | +124.5% | +295.6% | +293.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling