+220.1%
HUT vs LSCC
+1,683.3%
-1,463.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -5.5% | -1.6% | -3.5% |
| 7D | +9.3% | +7.0% | +2.4% | +4.7% |
| 30D | -23.1% | -2.3% | -20.8% | -21.7% |
| 3M | -30.6% | -12.5% | -18.1% | -23.7% |
| 6M | -46.9% | -10.6% | -36.3% | -42.6% |
| YTD | +25.3% | +52.7% | -27.4% | -3.6% |
| 1Y | +59.8% | +74.0% | -14.1% | +13.1% |
| 3Y | +467.2% | +104.8% | +362.4% | +223.5% |
| 5Y | -24.6% | +36.2% | -60.9% | -45.8% |
| All | +220.1% | +1,683.3% | -1,463.2% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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