+220.1%
HUT vs VICR
+511.7%
-291.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -3.4% | -3.7% | -5.6% |
| 7D | +9.3% | +8.3% | +1.1% | +5.6% |
| 30D | -23.1% | -35.2% | +12.1% | -6.2% |
| 3M | -30.6% | -29.8% | -0.8% | -19.8% |
| 6M | -46.9% | -48.6% | +1.7% | -32.0% |
| YTD | +25.3% | +45.1% | -19.8% | +0.7% |
| 1Y | +59.8% | +79.6% | -19.7% | +18.4% |
| 3Y | +467.2% | +335.4% | +131.8% | +161.9% |
| 5Y | -24.6% | -1.0% | -23.6% | -46.9% |
| All | +220.1% | +511.7% | -291.6% | +70.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling