+86.1%
HUT vs VICR
+46.6%
+39.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.9% | +1.3% | -1.2% |
| 7D | +18.9% | +1.3% | +17.6% | +18.2% |
| 30D | +12.0% | -11.9% | +23.9% | +18.4% |
| 3M | -14.9% | -35.1% | +20.3% | +1.8% |
| 6M | +96.8% | +8.1% | +88.7% | +77.1% |
| YTD | +108.8% | +67.8% | +41.0% | +50.7% |
| 1Y | +227.4% | +267.3% | -39.9% | +51.6% |
| 3Y | +760.3% | +191.2% | +569.1% | +303.7% |
| 5Y | +86.1% | +48.1% | +38.0% | +24.7% |
| All | +86.1% | +46.6% | +39.5% | +24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling