+104.6%
HUT vs LUMN
-37.8%
+142.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.9% | +6.9% | +8.3% |
| 7D | +5.4% | +2.5% | +2.9% | +4.7% |
| 30D | +8.6% | +10.3% | -1.7% | +5.8% |
| 3M | -15.2% | -18.3% | +3.0% | -10.8% |
| 6M | +92.9% | +4.4% | +88.5% | +93.3% |
| YTD | +114.6% | -10.7% | +125.3% | +120.8% |
| 1Y | +208.5% | +14.0% | +194.6% | +200.8% |
| 3Y | +821.5% | +406.6% | +414.9% | +462.5% |
| All | +104.6% | -37.8% | +142.4% | +215.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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