+94.1%
HUT vs VIG
+63.6%
+30.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.8% | +7.1% | +8.7% |
| 7D | +28.3% | -0.4% | +28.7% | +29.7% |
| 30D | +12.3% | -2.1% | +14.4% | +18.5% |
| 3M | -16.8% | +3.3% | -20.2% | -26.1% |
| 6M | +111.4% | +9.3% | +102.1% | +63.7% |
| YTD | +116.6% | +10.1% | +106.4% | +66.8% |
| 1Y | +290.5% | +14.7% | +275.7% | +175.1% |
| 3Y | +792.3% | +56.9% | +735.3% | +177.0% |
| 5Y | +94.1% | +62.9% | +31.2% | -32.2% |
| All | +94.1% | +63.6% | +30.6% | -32.2% |
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