+54.2%
VZ vs HUT
+240.9%
-186.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.6% | -6.9% | +0.6% |
| 7D | +0.9% | +24.8% | -23.8% | +0.9% |
| 30D | +8.9% | -28.4% | +37.3% | +9.0% |
| 3M | +0.1% | -31.2% | +31.3% | +0.1% |
| 6M | +1.9% | -40.2% | +42.2% | +1.9% |
| YTD | +22.0% | +32.9% | -10.9% | +21.4% |
| 1Y | +22.1% | +39.1% | -16.9% | +21.4% |
| 3Y | +58.7% | +462.8% | -404.1% | +53.6% |
| 5Y | +22.3% | -13.9% | +36.2% | +18.6% |
| All | +54.2% | +240.9% | -186.8% | +44.1% |
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