+420.1%
HUT vs LH
+132.5%
+287.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.4% | +7.6% | +7.0% |
| 7D | +17.8% | -2.5% | +20.2% | +19.5% |
| 30D | +0.8% | +4.3% | -3.5% | -1.8% |
| 3M | -26.8% | +25.5% | -52.3% | -37.1% |
| 6M | +72.6% | +17.0% | +55.6% | +55.2% |
| YTD | +103.6% | +31.3% | +72.4% | +69.1% |
| 1Y | +265.3% | +20.0% | +245.3% | +218.6% |
| 3Y | +689.4% | +63.9% | +625.5% | +455.1% |
| 5Y | +75.3% | +30.9% | +44.5% | +40.8% |
| All | +420.1% | +132.5% | +287.6% | +165.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling