-40.2%
HUT vs LVS
-22.1%
-18.1%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.4% | +9.0% | +7.2% |
| 7D | +24.8% | -1.3% | +26.0% | +24.5% |
| 30D | -28.4% | +12.2% | -40.6% | -28.8% |
| 3M | -31.2% | -11.3% | -19.9% | -25.2% |
| 6M | -40.2% | -21.6% | -18.6% | -26.5% |
| All | -40.2% | -22.1% | -18.1% | -26.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling