+227.4%
HUT vs LEN
-41.8%
+269.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.5% | -4.1% | -3.8% |
| 7D | +18.9% | -3.4% | +22.3% | +20.3% |
| 30D | +12.0% | -5.7% | +17.6% | +13.8% |
| 3M | -14.9% | -12.2% | -2.6% | -10.3% |
| 6M | +96.8% | -18.3% | +115.1% | +104.3% |
| YTD | +108.8% | -20.2% | +129.0% | +119.3% |
| 1Y | +227.4% | -40.1% | +267.4% | +243.2% |
| All | +227.4% | -41.8% | +269.1% | +243.2% |
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