+433.3%
HUT vs LEN
+56.0%
+377.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.5% | -4.1% | -3.9% |
| 7D | +18.9% | -3.4% | +22.3% | +20.9% |
| 30D | +12.0% | -5.7% | +17.6% | +14.7% |
| 3M | -14.9% | -12.2% | -2.6% | -10.0% |
| 6M | +96.8% | -18.3% | +115.1% | +118.6% |
| YTD | +108.8% | -20.2% | +129.0% | +133.2% |
| 1Y | +227.4% | -40.1% | +267.4% | +319.8% |
| 3Y | +760.3% | -26.2% | +786.5% | +843.9% |
| 5Y | +86.1% | -9.8% | +95.9% | +85.0% |
| All | +433.3% | +56.0% | +377.3% | +243.4% |
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