+244.5%
LIN vs HUT
+422.3%
-177.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.2% | -7.2% | -1.2% |
| 7D | -2.1% | +17.8% | -19.9% | -2.6% |
| 30D | -2.4% | +0.8% | -3.3% | -2.6% |
| 3M | -5.6% | -26.8% | +21.2% | -5.1% |
| 6M | -3.4% | +72.6% | -75.9% | -6.1% |
| YTD | +13.1% | +103.6% | -90.5% | +8.9% |
| 1Y | +2.5% | +265.3% | -262.8% | -4.2% |
| 3Y | +27.6% | +689.4% | -661.8% | +11.5% |
| 5Y | +63.0% | +75.3% | -12.3% | +43.8% |
| All | +244.5% | +422.3% | -177.8% | +150.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 HUT 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