+813.0%
LITE vs HUT
+221.4%
+591.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -7.1% | +2.6% | -3.5% |
| 7D | +10.8% | +9.3% | +1.4% | +9.6% |
| 30D | -33.4% | -23.1% | -10.3% | -31.1% |
| 3M | -32.2% | -30.6% | -1.6% | -28.9% |
| 6M | -42.1% | -46.9% | +4.8% | -37.4% |
| YTD | +61.9% | +25.3% | +36.5% | +56.0% |
| 1Y | +163.0% | +59.8% | +103.2% | +146.9% |
| 3Y | +1,358.0% | +467.2% | +890.8% | +1,061.8% |
| 5Y | +549.9% | -24.6% | +574.6% | +436.9% |
| All | +813.0% | +221.4% | +591.5% | +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