+409.1%
HUT vs LEN
-17.6%
+426.7%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.2% | +5.1% | +7.3% |
| 7D | +3.7% | +0.6% | +3.0% | +2.5% |
| 30D | -32.3% | +19.4% | -51.8% | -38.2% |
| 3M | -35.6% | +4.5% | -40.2% | -38.1% |
| 6M | -42.1% | +4.9% | -47.0% | -44.9% |
| YTD | +24.1% | -8.9% | +33.0% | +25.6% |
| 1Y | +27.9% | -23.0% | +50.8% | +37.3% |
| 3Y | +409.1% | -16.7% | +425.8% | +529.0% |
| All | +409.1% | -17.6% | +426.7% | +529.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling