+217.0%
HUT vs LSCC
+1,707.8%
-1,490.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +8.4% | -0.1% | +2.8% |
| 7D | +3.7% | +19.3% | -15.7% | -7.1% |
| 30D | -32.3% | -9.6% | -22.7% | -27.3% |
| 3M | -35.6% | -12.4% | -23.2% | -29.2% |
| 6M | -42.1% | -10.5% | -31.6% | -37.5% |
| YTD | +24.1% | +54.8% | -30.7% | -5.3% |
| 1Y | +27.9% | +79.4% | -51.5% | -10.9% |
| 3Y | +409.1% | +109.6% | +299.5% | +185.8% |
| 5Y | -25.9% | +40.4% | -66.3% | -47.6% |
| All | +217.0% | +1,707.8% | -1,490.7% | +5.6% |
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