+403.8%
HUT vs VICR
+584.8%
-181.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.2% | -2.4% | -4.2% |
| 7D | +2.8% | -0.4% | +3.2% | +3.2% |
| 30D | +2.1% | -15.6% | +17.6% | +9.4% |
| 3M | -14.3% | -35.4% | +21.1% | +1.1% |
| 6M | +84.2% | +1.3% | +82.9% | +74.5% |
| YTD | +97.2% | +62.5% | +34.8% | +51.9% |
| 1Y | +192.7% | +255.5% | -62.7% | +53.4% |
| 3Y | +712.6% | +182.0% | +530.6% | +335.9% |
| 5Y | +85.5% | +42.9% | +42.6% | +16.3% |
| All | +403.8% | +584.8% | -181.1% | +156.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 10y: compounded portfolio wealth divided by compounded VICR 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…
10y analysis · Full analysis span regression · 6 months rolling