+359.8%
HUT vs LSCC
+81.4%
+278.4%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | +7.1% | +7.5% | +10.0% |
| 7D | -11.4% | +13.0% | -24.3% | -17.7% |
| 30D | -41.0% | -19.8% | -21.2% | -31.9% |
| 3M | -41.9% | -18.4% | -23.5% | -33.6% |
| 6M | -51.7% | -16.1% | -35.6% | -45.8% |
| YTD | +14.6% | +42.7% | -28.1% | -3.9% |
| 1Y | +21.4% | +68.0% | -46.6% | -6.4% |
| 3Y | +359.8% | +85.8% | +274.0% | +231.6% |
| All | +359.8% | +81.4% | +278.4% | +231.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling