+448.2%
HUT vs VYM
+147.1%
+301.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.7% | +8.2% | +7.7% |
| 7D | +5.4% | -0.8% | +6.2% | +6.9% |
| 30D | +8.6% | -2.2% | +10.9% | +12.7% |
| 3M | -15.2% | +3.1% | -18.3% | -20.0% |
| 6M | +92.9% | +9.7% | +83.2% | +67.5% |
| YTD | +114.6% | +14.9% | +99.7% | +74.9% |
| 1Y | +208.5% | +17.6% | +190.9% | +146.5% |
| 3Y | +821.5% | +65.3% | +756.2% | +376.0% |
| 5Y | +101.8% | +78.7% | +23.1% | +5.1% |
| All | +448.2% | +147.1% | +301.1% | +126.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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