+741.1%
VST vs HUT
+422.3%
+318.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.2% | -2.7% | +2.9% |
| 7D | +8.9% | +17.8% | -8.9% | +7.2% |
| 30D | +6.2% | +0.8% | +5.4% | +5.9% |
| 3M | -2.7% | -26.8% | +24.1% | -0.6% |
| 6M | -8.4% | +72.6% | -80.9% | -14.2% |
| YTD | -7.2% | +103.6% | -110.8% | -15.0% |
| 1Y | -20.9% | +265.3% | -286.2% | -31.9% |
| 3Y | +384.0% | +689.4% | -305.4% | +279.7% |
| 5Y | +757.1% | +75.3% | +681.7% | +582.3% |
| All | +741.1% | +422.3% | +318.8% | +405.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling