+217.0%
HUT vs VFC
-61.0%
+278.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.6% | +5.7% | +7.0% |
| 7D | +3.7% | +7.7% | -4.0% | -0.4% |
| 30D | -32.3% | +39.2% | -71.5% | -43.3% |
| 3M | -35.6% | +40.3% | -75.9% | -46.5% |
| 6M | -42.1% | +11.4% | -53.5% | -46.8% |
| YTD | +24.1% | +17.5% | +6.6% | +12.5% |
| 1Y | +27.9% | +45.9% | -18.0% | +4.0% |
| 3Y | +409.1% | +47.3% | +361.8% | +252.5% |
| 5Y | -25.9% | -67.2% | +41.3% | +15.9% |
| All | +217.0% | -61.0% | +278.1% | +336.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling