+403.8%
HUT vs LNG
+435.3%
-31.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.7% | -6.2% | -5.9% |
| 7D | +2.8% | -4.5% | +7.3% | +5.0% |
| 30D | +2.1% | +4.7% | -2.6% | -1.0% |
| 3M | -14.3% | +15.1% | -29.4% | -21.8% |
| 6M | +84.2% | +13.6% | +70.7% | +64.0% |
| YTD | +97.2% | +44.0% | +53.3% | +52.0% |
| 1Y | +192.7% | +18.4% | +174.4% | +152.3% |
| 3Y | +712.6% | +75.9% | +636.7% | +451.9% |
| 5Y | +85.5% | +231.7% | -146.2% | -14.0% |
| All | +403.8% | +435.3% | -31.5% | +51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 10y: compounded portfolio wealth divided by compounded LNG 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…
10y analysis · Full analysis span regression · 6 months rolling