+239.5%
HUT vs LH
+164.7%
+74.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.4% | +7.2% | +7.3% |
| 7D | +24.8% | +1.2% | +23.6% | +24.1% |
| 30D | -28.4% | +18.0% | -46.3% | -35.5% |
| 3M | -31.2% | +15.7% | -46.9% | -37.5% |
| 6M | -40.2% | +46.6% | -86.9% | -53.7% |
| YTD | +32.9% | +49.5% | -16.6% | +1.3% |
| 1Y | +39.1% | +40.2% | -1.1% | +10.2% |
| 3Y | +462.8% | +87.6% | +375.2% | +263.0% |
| 5Y | -13.9% | +59.3% | -73.2% | -38.3% |
| All | +239.5% | +164.7% | +74.8% | +58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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