-21.3%
HUT vs LII
+17.0%
-38.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.1% | -8.2% | -8.0% |
| 7D | +9.3% | +2.9% | +6.4% | +6.8% |
| 30D | -23.1% | +0.9% | -24.0% | -26.4% |
| 3M | -30.6% | -15.5% | -15.1% | -22.7% |
| 6M | -46.9% | -30.2% | -16.6% | -33.2% |
| YTD | +25.3% | -26.8% | +52.2% | +51.3% |
| 1Y | +59.8% | -25.3% | +85.1% | +89.7% |
| 3Y | +467.2% | -7.8% | +474.9% | +391.8% |
| All | -21.3% | +17.0% | -38.3% | -59.2% |
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