+403.8%
HUT vs LNT
+130.6%
+273.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.9% | -4.6% | -5.4% |
| 7D | +2.8% | -1.1% | +4.0% | +3.1% |
| 30D | +2.1% | -1.9% | +4.0% | +2.5% |
| 3M | -14.3% | -7.2% | -7.1% | -13.2% |
| 6M | +84.2% | -3.9% | +88.1% | +84.5% |
| YTD | +97.2% | +5.9% | +91.3% | +92.7% |
| 1Y | +192.7% | +8.4% | +184.4% | +184.4% |
| 3Y | +712.6% | +46.6% | +666.0% | +624.5% |
| 5Y | +85.5% | +32.4% | +53.0% | +69.1% |
| All | +403.8% | +130.6% | +273.1% | +380.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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