+1,947.6%
LLY vs HUT
+240.9%
+1,706.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.6% | -7.2% | +0.2% |
| 7D | +1.4% | +24.8% | -23.4% | +1.0% |
| 30D | +21.5% | -28.4% | +49.9% | +22.0% |
| 3M | +18.5% | -31.2% | +49.7% | +18.9% |
| 6M | +49.1% | -40.2% | +89.4% | +49.6% |
| YTD | +34.4% | +32.9% | +1.5% | +32.4% |
| 1Y | +46.3% | +39.1% | +7.2% | +43.7% |
| 3Y | +145.5% | +462.8% | -317.3% | +131.8% |
| 5Y | +472.7% | -13.9% | +486.6% | +442.2% |
| All | +1,947.6% | +240.9% | +1,706.6% | +1,797.2% |
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