+448.2%
HUT vs VTEB
+18.6%
+429.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.4% | +8.5% | +8.4% |
| 7D | +5.4% | -0.9% | +6.3% | +6.6% |
| 30D | +8.6% | -2.5% | +11.1% | +11.8% |
| 3M | -15.2% | -3.0% | -12.3% | -12.4% |
| 6M | +92.9% | -2.1% | +95.0% | +98.0% |
| YTD | +114.6% | -1.5% | +116.1% | +119.1% |
| 1Y | +208.5% | +0.2% | +208.3% | +209.9% |
| 3Y | +821.5% | +8.6% | +812.9% | +760.4% |
| 5Y | +101.8% | +1.2% | +100.6% | +95.8% |
| All | +448.2% | +18.6% | +429.7% | +648.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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