-19.4%
HUT vs LII
+19.4%
-38.8%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.1% |
| 7D | -10.9% | +0.4% | -11.4% | -12.2% |
| 30D | -32.6% | -2.4% | -30.2% | -33.6% |
| 3M | -33.7% | -17.5% | -16.2% | -24.7% |
| 6M | -42.3% | -32.8% | -9.5% | -24.8% |
| YTD | +23.6% | -27.7% | +51.3% | +50.8% |
| 1Y | +20.4% | -28.1% | +48.4% | +48.2% |
| 3Y | +423.2% | -9.7% | +432.9% | +362.3% |
| 5Y | -19.4% | +19.5% | -38.9% | -57.0% |
| All | -19.4% | +19.4% | -38.8% | -57.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling