+192.7%
HUT vs LII
+84.6%
+108.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | -2.0% | +16.5% | +15.9% |
| 7D | -11.4% | -0.6% | -10.8% | -12.2% |
| 30D | -41.0% | -4.6% | -36.4% | -40.9% |
| 3M | -41.9% | -21.2% | -20.7% | -33.3% |
| 6M | -51.7% | -36.4% | -15.2% | -36.9% |
| YTD | +14.6% | -28.9% | +43.5% | +38.5% |
| 1Y | +21.4% | -29.5% | +50.9% | +48.1% |
| 3Y | +359.8% | -8.6% | +368.4% | +357.1% |
| 5Y | -27.5% | +20.2% | -47.7% | -42.4% |
| All | +192.7% | +84.6% | +108.1% | +83.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling