+93.0%
HUT vs LVS
+6.8%
+86.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.9% | +7.2% | +6.9% |
| 7D | +28.3% | +0.3% | +27.9% | +28.0% |
| 30D | +12.3% | -3.9% | +16.2% | +14.5% |
| 3M | -16.8% | -12.9% | -4.0% | -9.8% |
| 6M | +111.4% | -16.9% | +128.3% | +137.5% |
| YTD | +116.6% | -31.2% | +147.8% | +172.1% |
| 1Y | +290.5% | -16.4% | +306.9% | +324.9% |
| 3Y | +792.3% | -4.4% | +796.7% | +735.6% |
| All | +93.0% | +6.8% | +86.2% | +54.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling