+215.7%
HUT vs VMC
+159.8%
+55.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | +0.1% |
| 7D | -10.9% | +1.1% | -12.1% | -12.7% |
| 30D | -32.6% | +17.7% | -50.3% | -41.9% |
| 3M | -33.7% | +1.1% | -34.8% | -36.1% |
| 6M | -42.3% | +1.8% | -44.2% | -46.3% |
| YTD | +23.6% | +1.5% | +22.1% | +17.4% |
| 1Y | +20.4% | -1.1% | +21.5% | +17.1% |
| 3Y | +423.2% | +38.8% | +384.5% | +295.0% |
| 5Y | -19.4% | +49.6% | -69.0% | -40.3% |
| All | +215.7% | +159.8% | +55.8% | +62.3% |
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