+500.1%
VST vs HUT
-38.2%
+538.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -6.1% | 0.0% | -5.2% |
| 7D | -19.9% | -30.8% | +10.9% | -15.3% |
| 30D | -29.7% | -50.2% | +20.5% | -22.0% |
| 3M | -19.6% | -50.5% | +30.9% | -11.3% |
| 6M | -29.4% | -42.9% | +13.5% | -25.0% |
| YTD | -29.7% | 0.0% | -29.7% | -32.3% |
| 1Y | -40.0% | -2.2% | -37.8% | -42.9% |
| 3Y | +231.0% | +289.4% | -58.4% | +150.7% |
| 5Y | +500.1% | -36.7% | +536.8% | +330.6% |
| All | +500.1% | -38.2% | +538.3% | +330.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling