+403.8%
HUT vs LPLA
+478.5%
-74.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.7% | -4.9% | -5.1% |
| 7D | +2.8% | -3.7% | +6.5% | +5.1% |
| 30D | +2.1% | -6.4% | +8.4% | +5.5% |
| 3M | -14.3% | +20.2% | -34.5% | -25.0% |
| 6M | +84.2% | +12.8% | +71.4% | +66.1% |
| YTD | +97.2% | -2.5% | +99.7% | +95.1% |
| 1Y | +192.7% | +1.9% | +190.8% | +182.8% |
| 3Y | +712.6% | +45.0% | +667.6% | +529.8% |
| 5Y | +85.5% | +146.6% | -61.1% | +4.7% |
| All | +403.8% | +478.5% | -74.7% | +81.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling