+192.7%
HUT vs VXUS
+82.1%
+110.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | +0.1% | +14.4% | +14.3% |
| 7D | -11.4% | -1.8% | -9.6% | -9.4% |
| 30D | -41.0% | -4.6% | -36.5% | -35.0% |
| 3M | -41.9% | -6.1% | -35.8% | -33.1% |
| 6M | -51.7% | -4.9% | -46.8% | -44.8% |
| YTD | +14.6% | +8.1% | +6.6% | +7.3% |
| 1Y | +21.4% | +12.1% | +9.3% | +6.4% |
| 3Y | +359.8% | +63.9% | +296.0% | +109.7% |
| 5Y | -27.5% | +43.1% | -70.6% | -52.8% |
| All | +192.7% | +82.1% | +110.6% | +29.5% |
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