+717.0%
HUT vs VMC
+25.7%
+691.3%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.9% | +5.3% | +5.4% |
| 7D | +17.8% | -4.3% | +22.1% | +22.4% |
| 30D | +0.8% | -8.2% | +9.1% | +8.5% |
| 3M | -26.8% | -7.0% | -19.7% | -25.3% |
| 6M | +72.6% | -10.8% | +83.3% | +86.5% |
| YTD | +103.6% | -7.4% | +111.0% | +112.1% |
| 1Y | +265.3% | -9.5% | +274.8% | +288.5% |
| All | +717.0% | +25.7% | +691.3% | +570.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling