+448.2%
HUT vs VTRS
-51.4%
+499.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.8% | +8.0% | +8.5% |
| 7D | +5.4% | -2.2% | +7.6% | +6.2% |
| 30D | +8.6% | +3.3% | +5.3% | +7.4% |
| 3M | -15.2% | +2.0% | -17.2% | -16.4% |
| 6M | +92.9% | +19.9% | +72.9% | +79.3% |
| YTD | +114.6% | +35.7% | +78.9% | +90.7% |
| 1Y | +208.5% | +68.1% | +140.4% | +153.7% |
| 3Y | +821.5% | +87.1% | +734.4% | +622.0% |
| 5Y | +101.8% | +47.6% | +54.2% | +65.1% |
| All | +448.2% | -51.4% | +499.6% | +314.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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