+215.7%
HUT vs LII
+87.9%
+127.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.1% |
| 7D | -10.9% | +0.4% | -11.4% | -12.0% |
| 30D | -32.6% | -2.4% | -30.2% | -33.4% |
| 3M | -33.7% | -17.5% | -16.2% | -26.3% |
| 6M | -42.3% | -32.8% | -9.5% | -27.8% |
| YTD | +23.6% | -27.7% | +51.3% | +47.7% |
| 1Y | +20.4% | -28.1% | +48.4% | +44.9% |
| 3Y | +423.2% | -9.7% | +432.9% | +426.1% |
| 5Y | -19.4% | +19.5% | -38.9% | -36.0% |
| All | +215.7% | +87.9% | +127.8% | +95.9% |
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