+420.1%
HUT vs LEN
+61.4%
+358.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.0% | +7.2% | +6.8% |
| 7D | +17.8% | -3.2% | +21.0% | +19.9% |
| 30D | +0.8% | -4.9% | +5.7% | +3.0% |
| 3M | -26.8% | -8.5% | -18.3% | -24.2% |
| 6M | +72.6% | -20.7% | +93.2% | +95.3% |
| YTD | +103.6% | -17.4% | +121.0% | +123.6% |
| 1Y | +265.3% | -38.2% | +303.5% | +360.0% |
| 3Y | +689.4% | -24.9% | +714.3% | +759.6% |
| 5Y | +75.3% | -11.4% | +86.8% | +75.0% |
| All | +420.1% | +61.4% | +358.7% | +229.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling