+36.2%
LIN vs HUT
+336.9%
-300.7%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +14.6% | -15.7% | -1.2% |
| 7D | +0.2% | -11.4% | +11.6% | +0.2% |
| 30D | +6.5% | -41.0% | +47.5% | +6.7% |
| 3M | +5.5% | -41.9% | +47.4% | +5.6% |
| 6M | +3.3% | -51.7% | +55.0% | +3.5% |
| YTD | +22.0% | +14.6% | +7.4% | +20.7% |
| 1Y | +25.7% | +21.4% | +4.3% | +24.1% |
| 3Y | +36.2% | +359.8% | -323.6% | +33.5% |
| All | +36.2% | +336.9% | -300.7% | +33.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling