+420.1%
HUT vs VSH
+92.9%
+327.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.4% | +1.8% | +3.0% |
| 7D | +17.8% | +4.1% | +13.7% | +14.6% |
| 30D | +0.8% | -4.2% | +5.0% | +3.5% |
| 3M | -26.8% | -50.0% | +23.2% | +16.0% |
| 6M | +72.6% | +80.2% | -7.6% | +4.9% |
| YTD | +103.6% | +121.1% | -17.5% | +5.0% |
| 1Y | +265.3% | +112.0% | +153.3% | +97.2% |
| 3Y | +689.4% | +22.5% | +666.9% | +505.6% |
| 5Y | +75.3% | +64.0% | +11.3% | +14.2% |
| All | +420.1% | +92.9% | +327.2% | +233.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling