+1,537.4%
LLY vs HUT
+422.3%
+1,115.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.2% | -7.1% | -1.0% |
| 7D | -2.1% | +17.8% | -19.9% | -2.4% |
| 30D | -1.6% | +0.8% | -2.5% | -1.7% |
| 3M | +2.3% | -26.8% | +29.1% | +2.6% |
| 6M | +14.9% | +72.6% | -57.7% | +13.2% |
| YTD | +7.5% | +103.6% | -96.2% | +5.3% |
| 1Y | +55.7% | +265.3% | -209.6% | +50.4% |
| 3Y | +110.6% | +689.4% | -578.8% | +98.0% |
| 5Y | +363.4% | +75.3% | +288.1% | +336.0% |
| All | +1,537.4% | +422.3% | +1,115.1% | +1,409.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling