+52.4%
VZ vs HUT
+218.4%
-166.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.3% | -7.5% | +0.8% |
| 7D | +2.2% | +3.7% | -1.4% | +2.2% |
| 30D | +10.6% | -32.3% | +42.9% | +10.6% |
| 3M | -0.6% | -35.6% | +35.0% | -0.6% |
| 6M | +0.7% | -42.1% | +42.8% | +0.8% |
| YTD | +20.6% | +24.1% | -3.5% | +20.0% |
| 1Y | +22.7% | +27.9% | -5.2% | +22.0% |
| 3Y | +57.2% | +409.1% | -351.9% | +52.3% |
| 5Y | +21.4% | -25.9% | +47.3% | +17.8% |
| All | +52.4% | +218.4% | -166.0% | +42.5% |
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