+326.1%
HL vs VIK
+221.3%
+104.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.7% | -3.6% |
| 7D | -5.6% | -1.8% | -3.8% | -5.1% |
| 30D | +12.7% | -17.3% | +30.0% | +18.6% |
| 3M | +42.5% | -5.1% | +47.6% | +43.1% |
| 6M | -9.0% | +16.2% | -25.2% | -15.1% |
| YTD | +4.4% | +17.6% | -13.3% | -3.3% |
| 1Y | +82.7% | +33.5% | +49.1% | +61.9% |
| All | +326.1% | +221.3% | +104.8% | +178.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling