+94.1%
HUT vs LH
+31.3%
+62.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.6% | +7.0% | +6.8% |
| 7D | +28.3% | -0.8% | +29.1% | +29.0% |
| 30D | +12.3% | +2.0% | +10.3% | +10.5% |
| 3M | -16.8% | +24.3% | -41.1% | -30.7% |
| 6M | +111.4% | +21.1% | +90.3% | +79.3% |
| YTD | +116.6% | +30.4% | +86.1% | +70.9% |
| 1Y | +290.5% | +18.4% | +272.1% | +231.2% |
| 3Y | +792.3% | +65.5% | +726.8% | +426.6% |
| 5Y | +94.1% | +29.9% | +64.3% | +20.3% |
| All | +94.1% | +31.3% | +62.9% | +20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling