+220.1%
HUT vs LNT
+153.7%
+66.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.5% | -7.6% | -7.2% |
| 7D | +9.3% | +1.0% | +8.3% | +9.2% |
| 30D | -23.1% | +9.6% | -32.7% | -24.7% |
| 3M | -30.6% | +5.4% | -36.0% | -31.5% |
| 6M | -46.9% | +3.1% | -50.0% | -47.6% |
| YTD | +25.3% | +16.5% | +8.8% | +19.8% |
| 1Y | +59.8% | +12.3% | +47.5% | +54.2% |
| 3Y | +467.2% | +70.3% | +396.9% | +387.8% |
| 5Y | -24.6% | +56.4% | -81.1% | -33.6% |
| All | +220.1% | +153.7% | +66.4% | +198.8% |
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