+453.2%
HUT vs VFC
-75.5%
+528.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.9% | +8.2% | +7.3% |
| 7D | +28.3% | +0.8% | +27.4% | +27.7% |
| 30D | +12.3% | -11.9% | +24.2% | +18.8% |
| 3M | -16.8% | -20.2% | +3.3% | -8.5% |
| 6M | +111.4% | -23.0% | +134.3% | +138.7% |
| YTD | +116.6% | -26.2% | +142.8% | +149.9% |
| 1Y | +290.5% | -13.3% | +303.8% | +310.0% |
| 3Y | +792.3% | -25.5% | +817.8% | +757.8% |
| 5Y | +94.1% | -78.1% | +172.2% | +276.0% |
| All | +453.2% | -75.5% | +528.7% | +868.7% |
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