+403.8%
HUT vs VEU
+96.8%
+307.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.3% | -4.3% | -2.9% |
| 7D | +2.8% | -1.9% | +4.8% | +7.3% |
| 30D | +2.1% | -0.7% | +2.8% | +4.2% |
| 3M | -14.3% | +4.9% | -19.1% | -21.1% |
| 6M | +84.2% | +9.8% | +74.4% | +61.3% |
| YTD | +97.2% | +15.3% | +81.9% | +61.0% |
| 1Y | +192.7% | +23.0% | +169.7% | +114.5% |
| 3Y | +712.6% | +73.5% | +639.1% | +231.9% |
| 5Y | +85.5% | +54.5% | +31.0% | +3.9% |
| All | +403.8% | +96.8% | +307.0% | +93.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VEU 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling