+76.5%
HUT vs VG
-51.4%
+127.9%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -4.0% | -2.1% | -5.2% |
| 7D | -30.8% | -22.0% | -8.8% | -26.9% |
| 30D | -50.2% | -14.7% | -35.4% | -48.4% |
| 3M | -50.5% | -7.1% | -43.4% | -50.0% |
| 6M | -42.9% | -11.2% | -31.8% | -43.1% |
| YTD | 0.0% | +69.8% | -69.8% | -29.1% |
| 1Y | -2.2% | +49.9% | -52.1% | -27.0% |
| All | +76.5% | -51.4% | +127.9% | +105.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 3y: compounded portfolio wealth divided by compounded VG 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…
3y analysis · Full analysis span regression · 6 months rolling