+403.8%
HUT vs VGT
+469.0%
-65.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.0% | -4.5% | -3.9% |
| 7D | +2.8% | -1.0% | +3.9% | +4.6% |
| 30D | +2.1% | -0.4% | +2.5% | +3.1% |
| 3M | -14.3% | +6.6% | -20.9% | -21.9% |
| 6M | +84.2% | +31.0% | +53.2% | +26.7% |
| YTD | +97.2% | +27.2% | +70.0% | +44.8% |
| 1Y | +192.7% | +34.5% | +158.3% | +106.2% |
| 3Y | +712.6% | +123.1% | +589.4% | +212.0% |
| 5Y | +85.5% | +135.1% | -49.6% | -23.3% |
| All | +403.8% | +469.0% | -65.2% | +53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 VGT 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