+96.4%
HUT vs VUG
+75.2%
+21.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -2.4% |
| 7D | +18.9% | +0.1% | +18.8% | +18.8% |
| 30D | +12.0% | -1.7% | +13.7% | +16.4% |
| 3M | -14.9% | +2.8% | -17.7% | -20.7% |
| 6M | +96.8% | +13.6% | +83.2% | +50.3% |
| YTD | +108.8% | +8.1% | +100.7% | +83.0% |
| 1Y | +227.4% | +13.1% | +214.3% | +168.9% |
| 3Y | +760.3% | +87.0% | +673.3% | +144.6% |
| All | +96.4% | +75.2% | +21.2% | -17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling