+86.3%
HUT vs LII
+25.3%
+61.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.2% | +5.0% | +5.2% |
| 7D | +17.8% | -0.7% | +18.5% | +18.7% |
| 30D | +0.8% | -12.6% | +13.5% | +13.1% |
| 3M | -26.8% | -24.4% | -2.3% | -10.5% |
| 6M | +72.6% | -28.7% | +101.3% | +124.2% |
| YTD | +103.6% | -19.1% | +122.8% | +133.8% |
| 1Y | +265.3% | -29.7% | +295.0% | +377.0% |
| 3Y | +689.4% | +4.8% | +684.6% | +539.0% |
| All | +86.3% | +25.3% | +61.0% | +2.8% |
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