+220.1%
HUT vs VMC
+152.0%
+68.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.6% | -6.6% | -6.7% |
| 7D | +9.3% | -1.3% | +10.6% | +10.4% |
| 30D | -23.1% | +15.5% | -38.6% | -32.9% |
| 3M | -30.6% | +0.6% | -31.2% | -32.9% |
| 6M | -46.9% | +2.1% | -48.9% | -50.7% |
| YTD | +25.3% | -1.6% | +26.9% | +21.7% |
| 1Y | +59.8% | -1.2% | +61.0% | +54.7% |
| 3Y | +467.2% | +35.3% | +431.9% | +336.0% |
| 5Y | -24.6% | +43.6% | -68.2% | -42.6% |
| All | +220.1% | +152.0% | +68.1% | +68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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