+1,145.2%
HUT vs VIK
+236.8%
+908.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +2.6% | +3.7% | +3.9% |
| 7D | +28.3% | +3.6% | +24.7% | +24.3% |
| 30D | +12.3% | -16.7% | +29.0% | +31.1% |
| 3M | -16.8% | -1.1% | -15.7% | -17.9% |
| 6M | +111.4% | +27.8% | +83.5% | +65.0% |
| YTD | +116.6% | +23.3% | +93.2% | +72.4% |
| 1Y | +290.5% | +38.2% | +252.3% | +177.0% |
| All | +1,145.2% | +236.8% | +908.4% | +336.3% |
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