+66.7%
HAS vs VIK
+228.1%
-161.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -1.8% | -3.0% | +1.2% | -1.0% |
| 30D | +2.3% | -20.7% | +23.0% | +8.5% |
| 3M | +10.4% | -4.6% | +15.0% | +11.2% |
| 6M | -3.2% | +14.0% | -17.2% | -7.9% |
| YTD | +15.4% | +20.2% | -4.8% | +7.9% |
| 1Y | +18.8% | +36.0% | -17.2% | +7.0% |
| All | +66.7% | +228.1% | -161.4% | +21.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling