+509.2%
HUT vs VLTO
+56.4%
+452.8%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.6% | -7.8% | -7.3% |
| 7D | +9.3% | +1.0% | +8.4% | +9.0% |
| 30D | -23.1% | +17.5% | -40.6% | -28.1% |
| 3M | -30.6% | +21.4% | -52.0% | -36.2% |
| 6M | -46.9% | +38.1% | -85.0% | -56.2% |
| YTD | +25.3% | +19.0% | +6.3% | +15.1% |
| 1Y | +59.8% | +20.7% | +39.2% | +43.9% |
| 3Y | +467.2% | +64.3% | +402.9% | +276.0% |
| All | +509.2% | +56.4% | +452.8% | +355.3% |
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