+420.1%
HUT vs LNG
+462.5%
-42.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.4% | +5.8% | +6.0% |
| 7D | +17.8% | +3.4% | +14.4% | +15.6% |
| 30D | +0.8% | +14.9% | -14.0% | -6.7% |
| 3M | -26.8% | +21.4% | -48.2% | -34.8% |
| 6M | +72.6% | +17.8% | +54.8% | +51.0% |
| YTD | +103.6% | +51.3% | +52.3% | +53.4% |
| 1Y | +265.3% | +24.4% | +240.8% | +208.0% |
| 3Y | +689.4% | +79.7% | +609.7% | +432.7% |
| 5Y | +75.3% | +241.3% | -166.0% | -19.6% |
| All | +420.1% | +462.5% | -42.4% | +52.9% |
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