-19.4%
HUT vs VIG
+64.1%
-83.6%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -1.2% |
| 7D | -10.9% | +1.0% | -11.9% | -15.4% |
| 30D | -32.6% | +4.5% | -37.2% | -42.5% |
| 3M | -33.7% | +2.1% | -35.8% | -39.4% |
| 6M | -42.3% | +10.5% | -52.8% | -58.8% |
| YTD | +23.6% | +15.1% | +8.5% | -18.4% |
| 1Y | +20.4% | +16.9% | +3.5% | -23.1% |
| 3Y | +423.2% | +65.6% | +357.7% | +33.5% |
| 5Y | -19.4% | +64.4% | -83.8% | -75.9% |
| All | -19.4% | +64.1% | -83.6% | -75.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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