+453.2%
HUT vs VUG
+280.3%
+172.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.4% | +6.7% | +7.0% |
| 7D | +28.3% | +0.9% | +27.4% | +26.4% |
| 30D | +12.3% | -1.4% | +13.7% | +15.2% |
| 3M | -16.8% | +2.3% | -19.1% | -20.0% |
| 6M | +111.4% | +15.7% | +95.7% | +69.2% |
| YTD | +116.6% | +8.6% | +107.9% | +96.9% |
| 1Y | +290.5% | +14.1% | +276.4% | +237.9% |
| 3Y | +792.3% | +87.9% | +704.4% | +283.3% |
| 5Y | +94.1% | +76.3% | +17.8% | +5.6% |
| All | +453.2% | +280.3% | +172.9% | +97.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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