+453.2%
HUT vs VO
+135.4%
+317.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.6% | +6.9% | +7.5% |
| 7D | +28.3% | +0.6% | +27.6% | +26.8% |
| 30D | +12.3% | -1.1% | +13.4% | +14.6% |
| 3M | -16.8% | +4.5% | -21.4% | -23.8% |
| 6M | +111.4% | +11.1% | +100.3% | +77.9% |
| YTD | +116.6% | +13.5% | +103.0% | +78.5% |
| 1Y | +290.5% | +14.5% | +276.0% | +224.5% |
| 3Y | +792.3% | +58.1% | +734.2% | +372.8% |
| 5Y | +94.1% | +43.3% | +50.8% | +41.6% |
| All | +453.2% | +135.4% | +317.7% | +161.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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