+239.5%
HUT vs LII
+89.4%
+150.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.8% | +6.8% | +7.0% |
| 7D | +24.8% | -2.3% | +27.1% | +26.8% |
| 30D | -28.4% | -1.7% | -26.7% | -29.5% |
| 3M | -31.2% | -18.3% | -12.9% | -22.9% |
| 6M | -40.2% | -32.3% | -7.9% | -25.6% |
| YTD | +32.9% | -27.1% | +60.0% | +58.0% |
| 1Y | +39.1% | -27.2% | +66.2% | +66.0% |
| 3Y | +462.8% | -8.9% | +471.7% | +462.9% |
| 5Y | -13.9% | +19.7% | -33.5% | -31.8% |
| All | +239.5% | +89.4% | +150.1% | +109.6% |
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