+420.1%
HUT vs LVS
-28.8%
+449.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.3% | +6.5% | +6.4% |
| 7D | +17.8% | -1.5% | +19.3% | +18.7% |
| 30D | +0.8% | -3.2% | +4.1% | +2.1% |
| 3M | -26.8% | -12.0% | -14.8% | -22.3% |
| 6M | +72.6% | -19.9% | +92.5% | +92.9% |
| YTD | +103.6% | -30.6% | +134.3% | +142.4% |
| 1Y | +265.3% | -17.7% | +283.0% | +295.5% |
| 3Y | +689.4% | -14.2% | +703.6% | +710.0% |
| 5Y | +75.3% | +9.6% | +65.7% | +56.1% |
| All | +420.1% | -28.8% | +449.0% | +394.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling