+343.3%
HUT vs VSXY
+37.4%
+306.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.6% | +3.6% | +5.3% |
| 7D | +17.8% | -14.0% | +31.8% | +23.3% |
| 30D | +0.8% | -15.9% | +16.8% | +5.8% |
| 3M | -26.8% | +3.4% | -30.2% | -28.9% |
| 6M | +72.6% | +25.9% | +46.6% | +48.7% |
| YTD | +103.6% | +39.5% | +64.1% | +67.6% |
| 1Y | +265.3% | +194.4% | +70.9% | +122.2% |
| 3Y | +689.4% | +281.4% | +408.0% | +281.8% |
| 5Y | +75.3% | +12.8% | +62.6% | +20.5% |
| All | +343.3% | +37.4% | +306.0% | +216.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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