-19.4%
HUT vs VCLT
-17.9%
-1.6%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.6% | +1.1% |
| 7D | -10.9% | +0.2% | -11.2% | -11.7% |
| 30D | -32.6% | +2.3% | -34.9% | -35.3% |
| 3M | -33.7% | -1.1% | -32.7% | -33.1% |
| 6M | -42.3% | -4.2% | -38.2% | -38.5% |
| YTD | +23.6% | -3.4% | +27.0% | +31.0% |
| 1Y | +20.4% | -3.8% | +24.1% | +28.7% |
| 3Y | +423.2% | +14.7% | +408.5% | +327.9% |
| 5Y | -19.4% | -16.7% | -2.7% | -22.4% |
| All | -19.4% | -17.9% | -1.6% | -22.4% |
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