+100.8%
HUT vs LTH
+150.5%
-49.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | 0.0% | +8.8% | +8.8% |
| 7D | +5.4% | -4.0% | +9.4% | +8.2% |
| 30D | +8.6% | -5.3% | +13.9% | +12.2% |
| 3M | -15.2% | +19.0% | -34.2% | -26.4% |
| 6M | +92.9% | +55.8% | +37.1% | +41.9% |
| YTD | +114.6% | +56.1% | +58.5% | +58.1% |
| 1Y | +208.5% | +41.3% | +167.3% | +140.1% |
| 3Y | +821.5% | +156.6% | +664.8% | +372.3% |
| All | +100.8% | +150.5% | -49.6% | +7.4% |
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