+192.7%
HUT vs VT
+140.4%
+52.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | +0.2% | +14.3% | +14.1% |
| 7D | -11.4% | -2.3% | -9.0% | -7.8% |
| 30D | -41.0% | -5.0% | -36.1% | -33.7% |
| 3M | -41.9% | -4.9% | -37.0% | -34.4% |
| 6M | -51.7% | -1.5% | -50.1% | -48.5% |
| YTD | +14.6% | +8.5% | +6.1% | +5.0% |
| 1Y | +21.4% | +11.4% | +10.0% | +6.6% |
| 3Y | +359.8% | +70.1% | +289.8% | +100.1% |
| 5Y | -27.5% | +53.7% | -81.2% | -56.3% |
| All | +192.7% | +140.4% | +52.4% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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