+448.2%
HUT vs LUMN
-41.9%
+490.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.9% | +6.9% | +8.4% |
| 7D | +5.4% | +2.5% | +2.9% | +4.8% |
| 30D | +8.6% | +10.3% | -1.7% | +6.1% |
| 3M | -15.2% | -18.3% | +3.0% | -11.3% |
| 6M | +92.9% | +4.4% | +88.5% | +93.4% |
| YTD | +114.6% | -10.7% | +125.3% | +120.4% |
| 1Y | +208.5% | +14.0% | +194.6% | +201.8% |
| 3Y | +821.5% | +406.6% | +414.9% | +511.7% |
| 5Y | +101.8% | -36.8% | +138.6% | +102.6% |
| All | +448.2% | -41.9% | +490.1% | +435.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling