-25.9%
HUT vs VMC
+43.3%
-69.3%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.4% | +5.9% | +5.8% |
| 7D | +3.7% | +0.1% | +3.6% | +1.6% |
| 30D | -32.3% | +18.3% | -50.7% | -46.1% |
| 3M | -35.6% | +1.9% | -37.5% | -39.6% |
| 6M | -42.1% | +2.4% | -44.5% | -48.7% |
| YTD | +24.1% | +2.1% | +22.1% | +11.8% |
| 1Y | +27.9% | +1.5% | +26.4% | +16.5% |
| 3Y | +409.1% | +41.5% | +367.7% | +180.2% |
| 5Y | -25.9% | +46.4% | -72.3% | -63.2% |
| All | -25.9% | +43.3% | -69.3% | -63.2% |
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 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