+220.1%
HUT vs VCLT
+12.8%
+207.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.4% | -6.7% | -6.7% |
| 7D | +9.3% | -2.3% | +11.6% | +11.7% |
| 30D | -23.1% | +0.8% | -23.9% | -24.0% |
| 3M | -30.6% | -2.7% | -27.9% | -29.1% |
| 6M | -46.9% | -4.3% | -42.6% | -44.6% |
| YTD | +25.3% | -4.3% | +29.6% | +31.2% |
| 1Y | +59.8% | -4.4% | +64.2% | +67.6% |
| 3Y | +467.2% | +13.8% | +453.4% | +416.0% |
| 5Y | -24.6% | -17.0% | -7.7% | -19.6% |
| All | +220.1% | +12.8% | +207.3% | +300.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling