+720.6%
HUT vs LSCC
+20.0%
+700.5%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.0% | +4.2% | +5.0% |
| 7D | +17.8% | +1.3% | +16.5% | +16.9% |
| 30D | +0.8% | -9.7% | +10.5% | +7.1% |
| 3M | -26.8% | -23.7% | -3.1% | -14.4% |
| 6M | +72.6% | +26.5% | +46.1% | +54.6% |
| YTD | +103.6% | +57.5% | +46.1% | +61.0% |
| 1Y | +265.3% | +75.7% | +189.6% | +176.0% |
| All | +720.6% | +20.0% | +700.5% | +622.8% |
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