+94.1%
HUT vs VMC
+52.4%
+41.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.6% | +8.0% | +8.3% |
| 7D | +28.3% | -0.5% | +28.8% | +28.8% |
| 30D | +12.3% | -9.1% | +21.4% | +24.6% |
| 3M | -16.8% | -4.1% | -12.7% | -17.8% |
| 6M | +111.4% | -5.5% | +116.9% | +114.3% |
| YTD | +116.6% | -8.9% | +125.5% | +130.6% |
| 1Y | +290.5% | -12.9% | +303.4% | +338.8% |
| 3Y | +792.3% | +22.1% | +770.2% | +514.9% |
| 5Y | +94.1% | +52.7% | +41.4% | +11.4% |
| All | +94.1% | +52.4% | +41.7% | +11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling