+433.3%
HUT vs VFC
-76.1%
+509.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.2% | -1.4% | -2.5% |
| 7D | +18.9% | -2.3% | +21.2% | +20.3% |
| 30D | +12.0% | -13.4% | +25.3% | +19.4% |
| 3M | -14.9% | -23.7% | +8.8% | -4.1% |
| 6M | +96.8% | -24.5% | +121.3% | +124.4% |
| YTD | +108.8% | -27.8% | +136.6% | +143.7% |
| 1Y | +227.4% | -13.5% | +240.8% | +244.6% |
| 3Y | +760.3% | -27.1% | +787.4% | +736.3% |
| 5Y | +86.1% | -79.0% | +165.1% | +267.8% |
| All | +433.3% | -76.1% | +509.4% | +844.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded VFC 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling