+650.5%
VST vs HUT
+221.4%
+429.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -7.1% | +6.0% | -0.4% |
| 7D | +6.6% | +9.3% | -2.8% | +5.6% |
| 30D | -12.4% | -23.1% | +10.7% | -10.2% |
| 3M | -9.0% | -30.6% | +21.6% | -6.1% |
| 6M | -6.4% | -46.9% | +40.4% | -1.7% |
| YTD | -17.2% | +25.3% | -42.5% | -20.7% |
| 1Y | -22.0% | +59.8% | -81.8% | -27.5% |
| 3Y | +296.7% | +467.2% | -170.5% | +223.2% |
| 5Y | +637.6% | -24.6% | +662.2% | +526.7% |
| All | +650.5% | +221.4% | +429.1% | +371.0% |
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