+1.7%
HUT vs VIVK
-100.0%
+101.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | -27.5% | +4.2% | -22.4% |
| 7D | -29.5% | -68.7% | +39.1% | -27.7% |
| 30D | -45.2% | -90.0% | +44.9% | -42.8% |
| 3M | -51.6% | -98.1% | +46.4% | -48.6% |
| 6M | -37.3% | -99.9% | +62.6% | -30.4% |
| YTD | +6.5% | -99.9% | +106.4% | +17.7% |
| 1Y | +1.7% | -100.0% | +101.7% | +45.8% |
| All | +1.7% | -100.0% | +101.7% | +45.8% |
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