-21.3%
HUT vs LTH
+137.1%
-158.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +2.2% | -9.3% | -8.5% |
| 7D | +9.3% | -1.3% | +10.6% | +9.9% |
| 30D | -23.1% | +15.7% | -38.8% | -31.9% |
| 3M | -30.6% | +5.0% | -35.6% | -34.9% |
| 6M | -46.9% | +37.7% | -84.5% | -59.8% |
| YTD | +25.3% | +75.0% | -49.7% | -18.2% |
| 1Y | +59.8% | +82.6% | -22.8% | +1.4% |
| 3Y | +467.2% | +241.3% | +225.9% | +126.5% |
| All | -21.3% | +137.1% | -158.4% | -65.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling