+220.1%
HUT vs VSH
+62.0%
+158.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -4.2% | -2.9% | -4.0% |
| 7D | +9.3% | +14.3% | -5.0% | -1.2% |
| 30D | -23.1% | -7.9% | -15.2% | -17.6% |
| 3M | -30.6% | -19.9% | -10.7% | -18.0% |
| 6M | -46.9% | -30.5% | -16.3% | -34.4% |
| YTD | +25.3% | +85.7% | -60.3% | -26.2% |
| 1Y | +59.8% | +98.9% | -39.1% | -10.6% |
| 3Y | +467.2% | +32.1% | +435.1% | +312.5% |
| 5Y | -24.6% | +39.7% | -64.3% | -44.5% |
| All | +220.1% | +62.0% | +158.1% | +134.5% |
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