+220.1%
HUT vs LII
+90.1%
+130.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.1% | -8.2% | -7.9% |
| 7D | +9.3% | +2.9% | +6.4% | +7.2% |
| 30D | -23.1% | +0.9% | -24.0% | -25.8% |
| 3M | -30.6% | -15.5% | -15.1% | -24.1% |
| 6M | -46.9% | -30.2% | -16.6% | -35.3% |
| YTD | +25.3% | -26.8% | +52.2% | +48.5% |
| 1Y | +59.8% | -25.3% | +85.1% | +87.0% |
| 3Y | +467.2% | -7.8% | +474.9% | +461.4% |
| 5Y | -24.6% | +17.0% | -41.6% | -39.9% |
| All | +220.1% | +90.1% | +130.0% | +97.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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