+433.3%
HUT vs VYM
+146.8%
+286.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -2.7% |
| 7D | +18.9% | -1.0% | +19.9% | +20.8% |
| 30D | +12.0% | -2.0% | +14.0% | +15.6% |
| 3M | -14.9% | +3.1% | -17.9% | -19.6% |
| 6M | +96.8% | +8.9% | +87.9% | +72.8% |
| YTD | +108.8% | +14.7% | +94.1% | +70.4% |
| 1Y | +227.4% | +19.4% | +208.0% | +155.1% |
| 3Y | +760.3% | +65.4% | +694.9% | +343.5% |
| 5Y | +86.1% | +77.6% | +8.5% | -2.5% |
| All | +433.3% | +146.8% | +286.5% | +120.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling