+172.8%
HUT vs VSXY
+93.0%
+79.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.5% | -8.6% | -7.6% |
| 7D | +9.3% | -1.7% | +11.1% | +9.9% |
| 30D | -23.1% | +20.1% | -43.2% | -28.6% |
| 3M | -30.6% | +16.6% | -47.2% | -35.7% |
| 6M | -46.9% | +134.9% | -181.8% | -64.0% |
| YTD | +25.3% | +96.0% | -70.7% | -9.7% |
| 1Y | +59.8% | +203.8% | -143.9% | -4.3% |
| 3Y | +467.2% | +465.3% | +1.9% | +138.5% |
| 5Y | -24.6% | +106.3% | -131.0% | -54.2% |
| All | +172.8% | +93.0% | +79.8% | +70.5% |
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