+239.5%
HUT vs VCIT
+29.3%
+210.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | 0.0% | +7.5% | +7.5% |
| 7D | +24.8% | -0.5% | +25.3% | +25.8% |
| 30D | -28.4% | +1.5% | -29.8% | -30.8% |
| 3M | -31.2% | -1.0% | -30.3% | -30.3% |
| 6M | -40.2% | -1.7% | -38.6% | -38.4% |
| YTD | +32.9% | -1.4% | +34.3% | +37.3% |
| 1Y | +39.1% | -0.9% | +40.0% | +42.8% |
| 3Y | +462.8% | +19.8% | +443.0% | +315.0% |
| 5Y | -13.9% | +4.6% | -18.5% | -28.4% |
| All | +239.5% | +29.3% | +210.2% | +166.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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