+620.5%
HUT vs VIK
+243.7%
+376.9%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.1% | -8.2% | -8.1% |
| 7D | +9.3% | +2.7% | +6.6% | +6.7% |
| 30D | -23.1% | +8.8% | -31.9% | -30.0% |
| 3M | -30.6% | -15.3% | -15.3% | -21.7% |
| 6M | -46.9% | +9.4% | -56.2% | -53.7% |
| YTD | +25.3% | +25.9% | -0.5% | -4.2% |
| 1Y | +59.8% | +51.0% | +8.8% | +1.8% |
| All | +620.5% | +243.7% | +376.9% | +142.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling