+1,940.4%
LLY vs HUT
+217.0%
+1,723.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.9% | +1.4% |
| 7D | +1.6% | -10.9% | +12.6% | +1.7% |
| 30D | +21.5% | -32.6% | +54.1% | +22.0% |
| 3M | +16.4% | -33.7% | +50.2% | +16.9% |
| 6M | +51.5% | -42.3% | +93.8% | +52.1% |
| YTD | +33.9% | +23.6% | +10.3% | +32.1% |
| 1Y | +49.1% | +20.4% | +28.8% | +46.8% |
| 3Y | +144.6% | +423.2% | -278.6% | +131.2% |
| 5Y | +466.3% | -19.4% | +485.7% | +436.8% |
| All | +1,940.4% | +217.0% | +1,723.5% | +1,792.9% |
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