+227.8%
VST vs HUT
+281.3%
-53.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -6.1% | 0.0% | -4.9% |
| 7D | -19.9% | -30.8% | +10.9% | -14.0% |
| 30D | -29.7% | -50.2% | +20.5% | -19.8% |
| 3M | -19.6% | -50.5% | +30.9% | -8.9% |
| 6M | -29.4% | -42.9% | +13.5% | -23.9% |
| YTD | -29.7% | 0.0% | -29.7% | -33.5% |
| 1Y | -40.0% | -2.2% | -37.8% | -44.1% |
| All | +227.8% | +281.3% | -53.5% | +137.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling