+1,033.9%
HUT vs VIK
+221.3%
+812.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.2% | -4.3% | -4.4% |
| 7D | +2.8% | -1.8% | +4.7% | +4.8% |
| 30D | +2.1% | -17.3% | +19.3% | +19.8% |
| 3M | -14.3% | -5.1% | -9.2% | -12.0% |
| 6M | +84.2% | +16.2% | +68.0% | +57.2% |
| YTD | +97.2% | +17.6% | +79.6% | +64.1% |
| 1Y | +192.7% | +33.5% | +159.2% | +114.6% |
| All | +1,033.9% | +221.3% | +812.7% | +315.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling