+409.1%
HUT vs VLTO
+73.3%
+335.9%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.8% | +7.5% | +8.1% |
| 7D | +3.7% | +2.0% | +1.6% | +3.2% |
| 30D | -32.3% | +21.8% | -54.1% | -36.2% |
| 3M | -35.6% | +20.2% | -55.9% | -39.1% |
| 6M | -42.1% | +36.3% | -78.4% | -49.7% |
| YTD | +24.1% | +18.8% | +5.3% | +17.6% |
| 1Y | +27.9% | +20.4% | +7.5% | +19.1% |
| 3Y | +409.1% | +71.9% | +337.2% | +342.0% |
| All | +409.1% | +73.3% | +335.9% | +342.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling