+420.1%
HUT vs VICR
+625.2%
-205.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +5.5% | +0.7% | +3.8% |
| 7D | +17.8% | +0.4% | +17.4% | +17.5% |
| 30D | +0.8% | -13.9% | +14.8% | +7.1% |
| 3M | -26.8% | -38.4% | +11.6% | -11.8% |
| 6M | +72.6% | -7.2% | +79.8% | +69.1% |
| YTD | +103.6% | +72.0% | +31.6% | +52.8% |
| 1Y | +265.3% | +263.3% | +2.0% | +89.3% |
| 3Y | +689.4% | +173.3% | +516.1% | +327.4% |
| 5Y | +75.3% | +47.3% | +28.0% | +8.0% |
| All | +420.1% | +625.2% | -205.1% | +158.1% |
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