+265.3%
HUT vs VIVK
-100.0%
+365.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -12.3% | +18.5% | +6.4% |
| 7D | +17.8% | -1.4% | +19.2% | +17.8% |
| 30D | +0.8% | -43.6% | +44.5% | +1.7% |
| 3M | -26.8% | -95.1% | +68.3% | -23.1% |
| 6M | +72.6% | -98.2% | +170.8% | +81.9% |
| YTD | +103.6% | -97.9% | +201.5% | +112.8% |
| 1Y | +265.3% | -100.0% | +365.2% | +314.4% |
| All | +265.3% | -100.0% | +365.2% | +314.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 1y: compounded portfolio wealth divided by compounded VIVK 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…
1y analysis · Full analysis span regression · 6 months rolling