+220.1%
HUT vs LNG
+496.1%
-276.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.2% | -6.9% | -7.0% |
| 7D | +9.3% | +11.3% | -2.0% | +3.7% |
| 30D | -23.1% | +10.6% | -33.7% | -27.0% |
| 3M | -30.6% | +16.1% | -46.7% | -36.2% |
| 6M | -46.9% | +29.6% | -76.4% | -54.6% |
| YTD | +25.3% | +60.3% | -35.0% | -8.7% |
| 1Y | +59.8% | +46.1% | +13.7% | +23.1% |
| 3Y | +467.2% | +85.9% | +381.2% | +277.5% |
| 5Y | -24.6% | +210.8% | -235.5% | -63.6% |
| All | +220.1% | +496.1% | -276.0% | -9.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling