+433.3%
HUT vs VSH
+92.2%
+341.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.7% | -4.3% | -4.1% |
| 7D | +18.9% | +3.5% | +15.4% | +16.0% |
| 30D | +12.0% | -4.4% | +16.4% | +15.8% |
| 3M | -14.9% | -45.8% | +31.0% | +27.1% |
| 6M | +96.8% | +90.1% | +6.7% | +14.7% |
| YTD | +108.8% | +120.3% | -11.5% | +7.9% |
| 1Y | +227.4% | +112.2% | +115.1% | +76.7% |
| 3Y | +760.3% | +36.6% | +723.7% | +509.2% |
| 5Y | +86.1% | +67.0% | +19.0% | +19.9% |
| All | +433.3% | +92.2% | +341.1% | +242.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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