+86.3%
HUT vs LSCC
+82.7%
+3.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.0% | +4.2% | +4.7% |
| 7D | +17.8% | +1.3% | +16.5% | +16.7% |
| 30D | +0.8% | -9.7% | +10.5% | +8.7% |
| 3M | -26.8% | -23.7% | -3.1% | -11.0% |
| 6M | +72.6% | +26.5% | +46.1% | +46.1% |
| YTD | +103.6% | +57.5% | +46.1% | +44.1% |
| 1Y | +265.3% | +75.7% | +189.6% | +140.2% |
| 3Y | +689.4% | +19.5% | +669.9% | +515.7% |
| All | +86.3% | +82.7% | +3.6% | -11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling