+244.6%
HUT vs VXUS
+86.1%
+158.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +3.5% |
| 7D | +34.9% | +2.3% | +32.6% | +28.9% |
| 30D | -25.9% | -2.2% | -23.7% | -22.4% |
| 3M | -31.7% | -5.4% | -26.3% | -22.3% |
| 6M | -42.2% | -1.2% | -41.0% | -38.8% |
| YTD | +34.9% | +10.4% | +24.5% | +21.1% |
| 1Y | +48.5% | +11.8% | +36.7% | +30.7% |
| 3Y | +471.2% | +68.4% | +402.8% | +147.0% |
| 5Y | -18.9% | +45.9% | -64.7% | -49.3% |
| All | +244.6% | +86.1% | +158.5% | +46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 VXUS 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