+265.3%
HUT vs LPLA
+0.7%
+264.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.3% | +6.5% | +6.3% |
| 7D | +17.8% | -3.1% | +20.8% | +19.5% |
| 30D | +0.8% | -0.1% | +0.9% | +0.4% |
| 3M | -26.8% | +23.2% | -50.0% | -35.5% |
| 6M | +72.6% | +15.5% | +57.0% | +57.8% |
| YTD | +103.6% | +0.9% | +102.7% | +111.0% |
| 1Y | +265.3% | +0.2% | +265.1% | +268.5% |
| All | +265.3% | +0.7% | +264.6% | +268.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 1y: compounded portfolio wealth divided by compounded LPLA 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…
1y analysis · Full analysis span regression · 6 months rolling