-25.9%
HUT vs VFC
-67.1%
+41.2%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.6% | +5.7% | +7.0% |
| 7D | +3.7% | +7.7% | -4.0% | -0.5% |
| 30D | -32.3% | +39.2% | -71.5% | -43.6% |
| 3M | -35.6% | +40.3% | -75.9% | -46.8% |
| 6M | -42.1% | +11.4% | -53.5% | -47.0% |
| YTD | +24.1% | +17.5% | +6.6% | +12.1% |
| 1Y | +27.9% | +45.9% | -18.0% | +3.4% |
| 3Y | +409.1% | +47.3% | +361.8% | +240.8% |
| 5Y | -25.9% | -67.2% | +41.3% | +71.6% |
| All | -25.9% | -67.1% | +41.2% | +71.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling