+503.4%
HUT vs VLTO
+56.1%
+447.3%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.8% | +7.5% | +8.0% |
| 7D | +3.7% | +2.0% | +1.6% | +3.0% |
| 30D | -32.3% | +21.8% | -54.1% | -37.9% |
| 3M | -35.6% | +20.2% | -55.9% | -40.6% |
| 6M | -42.1% | +36.3% | -78.4% | -51.9% |
| YTD | +24.1% | +18.8% | +5.3% | +14.0% |
| 1Y | +27.9% | +20.4% | +7.5% | +15.2% |
| 3Y | +409.1% | +71.9% | +337.2% | +216.7% |
| All | +503.4% | +56.1% | +447.3% | +351.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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