+275.4%
LIN vs HUT
+218.4%
+57.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +8.3% | -7.3% | +0.7% |
| 7D | +0.1% | +3.7% | -3.5% | -0.2% |
| 30D | +7.6% | -32.3% | +39.9% | +8.5% |
| 3M | +6.5% | -35.6% | +42.2% | +7.4% |
| 6M | +6.2% | -42.1% | +48.3% | +6.9% |
| YTD | +23.2% | +24.1% | -0.9% | +20.0% |
| 1Y | +25.4% | +27.9% | -2.5% | +21.5% |
| 3Y | +38.3% | +409.1% | -370.8% | +22.1% |
| 5Y | +64.4% | -25.9% | +90.4% | +48.6% |
| All | +275.4% | +218.4% | +57.0% | +175.8% |
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