+409.1%
HUT vs VMC
+41.4%
+367.7%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.4% | +5.9% | +6.6% |
| 7D | +3.7% | +0.1% | +3.6% | +2.4% |
| 30D | -32.3% | +18.3% | -50.7% | -42.3% |
| 3M | -35.6% | +1.9% | -37.5% | -38.0% |
| 6M | -42.1% | +2.4% | -44.5% | -46.6% |
| YTD | +24.1% | +2.1% | +22.1% | +16.7% |
| 1Y | +27.9% | +1.5% | +26.4% | +21.6% |
| 3Y | +409.1% | +41.5% | +367.7% | +443.1% |
| All | +409.1% | +41.4% | +367.7% | +443.1% |
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