+1,911.5%
LLY vs HUT
+218.4%
+1,693.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +8.3% | -4.0% | +4.1% |
| 7D | +0.1% | +3.7% | -3.6% | -0.1% |
| 30D | +19.7% | -32.3% | +52.1% | +20.3% |
| 3M | +19.3% | -35.6% | +54.9% | +19.8% |
| 6M | +49.3% | -42.1% | +91.4% | +49.9% |
| YTD | +32.0% | +24.1% | +7.9% | +30.2% |
| 1Y | +53.7% | +27.9% | +25.8% | +51.2% |
| 3Y | +143.7% | +409.1% | -265.4% | +130.5% |
| 5Y | +463.9% | -25.9% | +489.8% | +434.6% |
| All | +1,911.5% | +218.4% | +1,693.1% | +1,765.9% |
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