+20.4%
HUT vs LEN
-27.0%
+47.4%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.4% | +4.9% | +0.1% |
| 7D | -10.9% | +0.7% | -11.6% | -11.3% |
| 30D | -32.6% | +13.0% | -45.6% | -36.3% |
| 3M | -33.7% | +1.9% | -35.6% | -35.2% |
| 6M | -42.3% | -0.7% | -41.6% | -43.0% |
| YTD | +23.6% | -13.8% | +37.4% | +26.5% |
| 1Y | +20.4% | -28.1% | +48.4% | +20.0% |
| All | +20.4% | -27.0% | +47.4% | +20.0% |
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