+34.4%
HUM vs VIK
+225.1%
-190.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.2% | +1.1% | +2.2% |
| 7D | +2.1% | -0.9% | +3.0% | +2.1% |
| 30D | +5.4% | -18.4% | +23.8% | +7.3% |
| 3M | +11.4% | -8.8% | +20.2% | +12.2% |
| 6M | +141.5% | +17.1% | +124.4% | +135.5% |
| YTD | +61.2% | +19.0% | +42.1% | +56.5% |
| 1Y | +49.2% | +30.1% | +19.0% | +43.4% |
| All | +34.4% | +225.1% | -190.7% | +19.4% |
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 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