+448.2%
HUT vs LVS
-31.3%
+479.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.5% | +8.3% | +8.6% |
| 7D | +5.4% | -3.5% | +8.9% | +7.4% |
| 30D | +8.6% | -6.2% | +14.9% | +11.8% |
| 3M | -15.2% | -14.8% | -0.4% | -8.5% |
| 6M | +92.9% | -20.9% | +113.7% | +116.7% |
| YTD | +114.6% | -33.0% | +147.7% | +160.3% |
| 1Y | +208.5% | -20.0% | +228.5% | +238.8% |
| 3Y | +821.5% | -6.9% | +828.4% | +809.8% |
| 5Y | +101.8% | +9.1% | +92.8% | +81.5% |
| All | +448.2% | -31.3% | +479.5% | +431.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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