+604.2%
VST vs HUT
+194.0%
+410.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +14.6% | -4.0% | +9.1% |
| 7D | -9.8% | -11.4% | +1.6% | -8.7% |
| 30D | -25.1% | -41.0% | +15.9% | -21.3% |
| 3M | -11.6% | -41.9% | +30.3% | -7.2% |
| 6M | -20.9% | -51.7% | +30.8% | -16.1% |
| YTD | -22.3% | +14.6% | -36.9% | -24.9% |
| 1Y | -32.0% | +21.4% | -53.4% | -35.1% |
| 3Y | +262.4% | +359.8% | -97.4% | +199.9% |
| 5Y | +563.4% | -27.5% | +590.8% | +467.2% |
| All | +604.2% | +194.0% | +410.2% | +346.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 HUT 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