+1,070.8%
HUT vs VIK
+228.1%
+842.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.3% | +5.9% | +5.9% |
| 7D | +17.8% | -3.0% | +20.8% | +21.2% |
| 30D | +0.8% | -20.7% | +21.6% | +23.3% |
| 3M | -26.8% | -4.6% | -22.1% | -25.3% |
| 6M | +72.6% | +14.0% | +58.6% | +49.8% |
| YTD | +103.6% | +20.2% | +83.5% | +65.9% |
| 1Y | +265.3% | +36.0% | +229.3% | +162.5% |
| All | +1,070.8% | +228.1% | +842.6% | +319.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling