+155.5%
HUT vs LII
+88.3%
+67.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.8% | -3.3% | -4.1% |
| 7D | -30.8% | +0.2% | -31.0% | -31.7% |
| 30D | -50.2% | -4.6% | -45.6% | -49.9% |
| 3M | -50.5% | -21.7% | -28.8% | -42.7% |
| 6M | -42.9% | -32.8% | -10.1% | -28.0% |
| YTD | 0.0% | -27.5% | +27.5% | +19.4% |
| 1Y | -2.2% | -28.0% | +25.7% | +17.7% |
| 3Y | +289.4% | -7.2% | +296.6% | +284.1% |
| 5Y | -36.7% | +22.6% | -59.3% | -50.3% |
| All | +155.5% | +88.3% | +67.2% | +58.4% |
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