+72.6%
HUT vs VFC
-28.1%
+100.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.4% | +3.8% | +4.5% |
| 7D | +17.8% | -1.6% | +19.4% | +19.2% |
| 30D | +0.8% | -11.6% | +12.5% | +9.7% |
| 3M | -26.8% | -18.1% | -8.7% | -19.0% |
| 6M | +72.6% | -27.4% | +99.9% | +115.0% |
| All | +72.6% | -28.1% | +100.7% | +115.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling