+653.0%
VST vs HUT
+240.9%
+412.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.6% | -5.8% | +1.0% |
| 7D | +10.9% | +24.8% | -13.8% | +8.5% |
| 30D | -15.6% | -28.4% | +12.8% | -13.0% |
| 3M | -7.8% | -31.2% | +23.5% | -4.8% |
| 6M | -12.0% | -40.2% | +28.3% | -8.5% |
| YTD | -16.9% | +32.9% | -49.8% | -20.9% |
| 1Y | -25.1% | +39.1% | -64.1% | -29.5% |
| 3Y | +297.1% | +462.8% | -165.7% | +222.8% |
| 5Y | +641.9% | -13.9% | +655.8% | +524.6% |
| All | +653.0% | +240.9% | +412.1% | +369.9% |
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