+812.3%
LITE vs HUT
+218.4%
+593.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +8.3% | +2.4% | +9.6% |
| 7D | -12.9% | +3.7% | -16.6% | -13.5% |
| 30D | -46.0% | -32.3% | -13.6% | -43.2% |
| 3M | -33.0% | -35.6% | +2.6% | -29.1% |
| 6M | -34.0% | -42.1% | +8.0% | -29.4% |
| YTD | +61.7% | +24.1% | +37.6% | +56.0% |
| 1Y | +148.3% | +27.9% | +120.4% | +138.5% |
| 3Y | +1,408.5% | +409.1% | +999.4% | +1,110.8% |
| 5Y | +546.2% | -25.9% | +572.1% | +434.2% |
| All | +812.3% | +218.4% | +593.9% | +471.7% |
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