+59.6%
HST vs VIK
+244.4%
-184.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.3% | -2.8% | -1.3% |
| 7D | -1.3% | -1.2% | 0.0% | -0.8% |
| 30D | +13.4% | +11.5% | +1.9% | +9.3% |
| 3M | +16.7% | -11.3% | +28.0% | +20.8% |
| 6M | +24.0% | +11.3% | +12.7% | +18.3% |
| YTD | +54.0% | +26.1% | +27.8% | +38.8% |
| 1Y | +55.0% | +50.0% | +5.1% | +30.8% |
| All | +59.6% | +244.4% | -184.7% | +6.6% |
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