+215.7%
HUT vs LEN
+68.5%
+147.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.4% | +4.9% | +2.3% |
| 7D | -10.9% | +0.7% | -11.6% | -12.6% |
| 30D | -32.6% | +13.0% | -45.6% | -39.1% |
| 3M | -33.7% | +1.9% | -35.6% | -37.5% |
| 6M | -42.3% | -0.7% | -41.6% | -45.4% |
| YTD | +23.6% | -13.8% | +37.4% | +27.1% |
| 1Y | +20.4% | -28.1% | +48.4% | +35.1% |
| 3Y | +423.2% | -22.8% | +446.1% | +439.2% |
| 5Y | -19.4% | -7.4% | -12.1% | -24.6% |
| All | +215.7% | +68.5% | +147.2% | +87.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling