+215.7%
HUT vs VO
+135.5%
+80.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -10.9% | -0.2% | -10.8% | -10.9% |
| 30D | -32.6% | +0.5% | -33.1% | -33.1% |
| 3M | -33.7% | -1.1% | -32.6% | -31.8% |
| 6M | -42.3% | +6.4% | -48.7% | -48.2% |
| YTD | +23.6% | +13.5% | +10.0% | +2.6% |
| 1Y | +20.4% | +13.6% | +6.8% | +1.0% |
| 3Y | +423.2% | +65.2% | +358.0% | +158.1% |
| 5Y | -19.4% | +37.7% | -57.1% | -38.3% |
| All | +215.7% | +135.5% | +80.2% | +50.0% |
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