+483.3%
LLY vs HUT
-25.2%
+508.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -7.1% | +8.4% | +1.5% |
| 7D | +6.7% | +9.3% | -2.6% | +6.4% |
| 30D | +19.6% | -23.1% | +42.7% | +20.1% |
| 3M | +19.7% | -30.6% | +50.3% | +20.4% |
| 6M | +42.7% | -46.9% | +89.6% | +44.1% |
| YTD | +35.1% | +25.3% | +9.8% | +31.3% |
| 1Y | +42.2% | +59.8% | -17.6% | +36.5% |
| 3Y | +140.8% | +467.2% | -326.4% | +112.6% |
| All | +483.3% | -25.2% | +508.5% | +452.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling