+276.0%
LIN vs HUT
+156.6%
+119.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.1% | +5.4% | -0.5% |
| 7D | +3.6% | -30.8% | +34.4% | +4.5% |
| 30D | +6.4% | -50.2% | +56.6% | +8.3% |
| 3M | +6.5% | -50.5% | +57.0% | +8.3% |
| 6M | +4.9% | -42.9% | +47.8% | +5.4% |
| YTD | +23.4% | 0.0% | +23.4% | +21.0% |
| 1Y | +26.3% | -2.2% | +28.6% | +23.4% |
| 3Y | +38.0% | +289.4% | -251.4% | +22.9% |
| 5Y | +68.0% | -36.7% | +104.7% | +52.6% |
| All | +276.0% | +156.6% | +119.5% | +178.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling