+448.2%
HUT vs VIVK
-100.0%
+548.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -7.4% | +16.2% | +8.9% |
| 7D | +5.4% | -4.4% | +9.8% | +5.5% |
| 30D | +8.6% | -40.8% | +49.4% | +9.4% |
| 3M | -15.2% | -94.1% | +78.9% | -12.6% |
| 6M | +92.9% | -98.2% | +191.1% | +100.3% |
| YTD | +114.6% | -98.0% | +212.6% | +120.8% |
| 1Y | +208.5% | -100.0% | +308.5% | +232.2% |
| 3Y | +821.5% | -100.0% | +921.5% | +878.5% |
| 5Y | +101.8% | -100.0% | +201.8% | +115.0% |
| All | +448.2% | -100.0% | +548.2% | +430.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling