+453.2%
HUT vs VXUS
+97.9%
+355.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.4% | +6.7% | +7.1% |
| 7D | +28.3% | +1.6% | +26.7% | +24.3% |
| 30D | +12.3% | +1.0% | +11.3% | +10.5% |
| 3M | -16.8% | +5.7% | -22.5% | -24.9% |
| 6M | +111.4% | +13.6% | +97.8% | +72.0% |
| YTD | +116.6% | +17.4% | +99.2% | +69.3% |
| 1Y | +290.5% | +25.1% | +265.4% | +174.6% |
| 3Y | +792.3% | +75.8% | +716.5% | +249.3% |
| 5Y | +94.1% | +55.4% | +38.7% | +6.2% |
| All | +453.2% | +97.9% | +355.3% | +104.3% |
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