+94.1%
HUT vs VCLT
-15.1%
+109.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | 0.0% | +6.4% | +6.4% |
| 7D | +28.3% | +0.3% | +28.0% | +27.7% |
| 30D | +12.3% | -0.6% | +12.9% | +13.2% |
| 3M | -16.8% | -2.2% | -14.6% | -13.8% |
| 6M | +111.4% | -2.9% | +114.3% | +123.5% |
| YTD | +116.6% | -2.1% | +118.6% | +126.0% |
| 1Y | +290.5% | -2.6% | +293.0% | +310.6% |
| 3Y | +792.3% | +12.5% | +779.8% | +657.0% |
| 5Y | +94.1% | -15.3% | +109.4% | +117.7% |
| All | +94.1% | -15.1% | +109.2% | +117.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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