+453.2%
HUT vs VMC
+133.1%
+320.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.6% | +8.0% | +7.6% |
| 7D | +28.3% | -0.5% | +28.8% | +28.6% |
| 30D | +12.3% | -9.1% | +21.4% | +20.4% |
| 3M | -16.8% | -4.1% | -12.7% | -16.8% |
| 6M | +111.4% | -5.5% | +116.9% | +115.6% |
| YTD | +116.6% | -8.9% | +125.5% | +129.2% |
| 1Y | +290.5% | -12.9% | +303.4% | +328.1% |
| 3Y | +792.3% | +22.1% | +770.2% | +664.3% |
| 5Y | +94.1% | +52.7% | +41.4% | +51.0% |
| All | +453.2% | +133.1% | +320.0% | +216.9% |
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