+271.7%
LIN vs HUT
+194.0%
+77.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +14.6% | -15.7% | -1.6% |
| 7D | +0.2% | -11.4% | +11.6% | +0.3% |
| 30D | +6.5% | -41.0% | +47.5% | +7.8% |
| 3M | +5.5% | -41.9% | +47.4% | +6.7% |
| 6M | +3.3% | -51.7% | +55.0% | +4.6% |
| YTD | +22.0% | +14.6% | +7.4% | +19.1% |
| 1Y | +25.7% | +21.4% | +4.3% | +22.0% |
| 3Y | +36.2% | +359.8% | -323.6% | +20.7% |
| 5Y | +66.1% | -27.5% | +93.5% | +50.2% |
| All | +271.7% | +194.0% | +77.7% | +173.8% |
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