+321.0%
HL vs VIK
+225.1%
+95.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.6% |
| 7D | -4.4% | -0.9% | -3.4% | -4.1% |
| 30D | +9.3% | -18.4% | +27.7% | +15.6% |
| 3M | +32.0% | -8.8% | +40.7% | +34.3% |
| 6M | -6.4% | +17.1% | -23.6% | -12.9% |
| YTD | +3.1% | +19.0% | -15.9% | -4.8% |
| 1Y | +77.6% | +30.1% | +47.4% | +58.7% |
| All | +321.0% | +225.1% | +95.9% | +174.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling