+448.2%
HUT vs VNQ
+74.7%
+373.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.7% | +8.1% | +8.0% |
| 7D | +5.4% | -1.3% | +6.7% | +7.2% |
| 30D | +8.6% | -2.6% | +11.2% | +12.0% |
| 3M | -15.2% | -2.0% | -13.2% | -14.6% |
| 6M | +92.9% | +4.3% | +88.6% | +80.8% |
| YTD | +114.6% | +9.2% | +105.4% | +90.6% |
| 1Y | +208.5% | +5.6% | +202.9% | +185.2% |
| 3Y | +821.5% | +30.8% | +790.6% | +567.1% |
| 5Y | +101.8% | +8.0% | +93.9% | +97.0% |
| All | +448.2% | +74.7% | +373.5% | +347.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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