+724.2%
LITE vs HUT
+194.0%
+530.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +14.6% | -8.9% | +3.7% |
| 7D | -35.9% | -11.4% | -24.6% | -35.0% |
| 30D | -51.5% | -41.0% | -10.5% | -48.1% |
| 3M | -35.7% | -41.9% | +6.2% | -31.1% |
| 6M | -43.0% | -51.7% | +8.7% | -37.7% |
| YTD | +46.1% | +14.6% | +31.5% | +42.3% |
| 1Y | +124.7% | +21.4% | +103.3% | +117.4% |
| 3Y | +1,172.1% | +359.8% | +812.2% | +932.7% |
| 5Y | +477.0% | -27.5% | +504.5% | +380.8% |
| All | +724.2% | +194.0% | +530.2% | +421.7% |
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