+265.3%
HUT vs LEN
-37.1%
+302.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.0% | +7.2% | +6.6% |
| 7D | +17.8% | -3.2% | +21.0% | +19.1% |
| 30D | +0.8% | -4.9% | +5.7% | +2.4% |
| 3M | -26.8% | -8.5% | -18.3% | -24.3% |
| 6M | +72.6% | -20.7% | +93.2% | +74.4% |
| YTD | +103.6% | -17.4% | +121.0% | +109.7% |
| 1Y | +265.3% | -38.2% | +303.5% | +245.2% |
| All | +265.3% | -37.1% | +302.4% | +245.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 1y: compounded portfolio wealth divided by compounded LEN 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…
1y analysis · Full analysis span regression · 6 months rolling