+117.2%
HAS vs VIK
+243.7%
-126.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.1% |
| 7D | +1.4% | +2.7% | -1.4% | +0.6% |
| 30D | +26.3% | +8.8% | +17.5% | +23.4% |
| 3M | +25.6% | -15.3% | +40.9% | +30.7% |
| 6M | +30.3% | +9.4% | +20.9% | +25.8% |
| YTD | +50.4% | +25.9% | +24.5% | +38.6% |
| 1Y | +57.7% | +51.0% | +6.7% | +38.0% |
| All | +117.2% | +243.7% | -126.4% | +56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 VIK 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