+215.7%
HUT vs VSH
+63.0%
+152.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.9% | -1.5% |
| 7D | -10.9% | -1.6% | -9.4% | -9.8% |
| 30D | -32.6% | -21.3% | -11.3% | -19.2% |
| 3M | -33.7% | -18.9% | -14.8% | -22.2% |
| 6M | -42.3% | -21.4% | -20.9% | -35.8% |
| YTD | +23.6% | +86.8% | -63.3% | -27.5% |
| 1Y | +20.4% | +85.8% | -65.4% | -28.8% |
| 3Y | +423.2% | +30.1% | +393.1% | +285.4% |
| 5Y | -19.4% | +42.8% | -62.2% | -41.3% |
| All | +215.7% | +63.0% | +152.6% | +130.3% |
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