+132.2%
LLY vs HUT
+336.9%
-204.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +14.6% | -15.4% | -1.1% |
| 7D | -4.5% | -11.4% | +6.9% | -4.3% |
| 30D | +13.9% | -41.0% | +54.9% | +15.2% |
| 3M | +13.8% | -41.9% | +55.7% | +14.9% |
| 6M | +37.6% | -51.7% | +89.3% | +39.2% |
| YTD | +26.6% | +14.6% | +12.0% | +23.0% |
| 1Y | +45.3% | +21.4% | +23.9% | +40.4% |
| 3Y | +132.2% | +359.8% | -227.6% | +105.4% |
| All | +132.2% | +336.9% | -204.7% | +105.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling