+155.5%
HUT vs LSCC
+1,456.0%
-1,300.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -8.6% | +2.5% | -0.5% |
| 7D | -30.8% | -4.8% | -26.0% | -28.5% |
| 30D | -50.2% | -27.1% | -23.1% | -38.6% |
| 3M | -50.5% | -23.6% | -26.9% | -40.7% |
| 6M | -42.9% | -19.8% | -23.1% | -33.9% |
| YTD | 0.0% | +33.2% | -33.2% | -16.2% |
| 1Y | -2.2% | +55.2% | -57.5% | -25.5% |
| 3Y | +289.4% | +70.1% | +219.3% | +149.4% |
| 5Y | -36.7% | +19.5% | -56.2% | -50.5% |
| All | +155.5% | +1,456.0% | -1,300.5% | -6.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling