+16.1%
HUT vs LTH
+183.0%
-166.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.5% | +8.8% | +8.6% |
| 7D | +3.7% | +7.0% | -3.3% | -2.2% |
| 30D | -32.3% | +15.4% | -47.8% | -39.6% |
| 3M | -35.6% | +7.0% | -42.7% | -40.1% |
| 6M | -42.1% | +46.9% | -88.9% | -57.4% |
| YTD | +24.1% | +76.4% | -52.3% | -17.6% |
| 1Y | +27.9% | +83.7% | -55.9% | -17.4% |
| 3Y | +409.1% | +248.9% | +160.2% | +112.0% |
| 5Y | -25.9% | +141.8% | -167.8% | -67.2% |
| All | +16.1% | +183.0% | -166.9% | -44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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