+423.2%
HUT vs LH
+86.6%
+336.6%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.2% | -0.3% |
| 7D | -10.9% | +4.8% | -15.7% | -12.7% |
| 30D | -32.6% | +18.8% | -51.4% | -37.3% |
| 3M | -33.7% | +15.7% | -49.4% | -37.7% |
| 6M | -42.3% | +46.7% | -89.0% | -51.9% |
| YTD | +23.6% | +48.9% | -25.4% | +1.9% |
| 1Y | +20.4% | +43.5% | -23.1% | +1.1% |
| 3Y | +423.2% | +86.9% | +336.3% | +375.5% |
| All | +423.2% | +86.6% | +336.6% | +375.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling