+448.2%
HUT vs VIAV
+278.0%
+170.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.6% | +5.2% | +6.8% |
| 7D | +5.4% | +11.2% | -5.8% | -0.7% |
| 30D | +8.6% | -10.1% | +18.7% | +15.0% |
| 3M | -15.2% | -22.9% | +7.6% | -4.5% |
| 6M | +92.9% | +28.8% | +64.1% | +57.8% |
| YTD | +114.6% | +117.5% | -2.8% | +22.6% |
| 1Y | +208.5% | +216.1% | -7.6% | +37.8% |
| 3Y | +821.5% | +292.2% | +529.3% | +243.2% |
| 5Y | +101.8% | +141.0% | -39.1% | +5.1% |
| All | +448.2% | +278.0% | +170.2% | +172.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 VIAV 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