+220.1%
HUT vs VIVK
-100.0%
+320.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -7.5% | +0.4% | -6.9% |
| 7D | +9.3% | -57.7% | +67.0% | +11.1% |
| 30D | -23.1% | -87.3% | +64.2% | -20.5% |
| 3M | -30.6% | -98.9% | +68.3% | -25.9% |
| 6M | -46.9% | -100.0% | +53.1% | -41.3% |
| YTD | +25.3% | -100.0% | +125.3% | +36.7% |
| 1Y | +59.8% | -100.0% | +159.8% | +80.6% |
| 3Y | +467.2% | -100.0% | +567.2% | +536.3% |
| 5Y | -24.6% | -100.0% | +75.4% | -14.6% |
| All | +220.1% | -100.0% | +320.1% | +228.5% |
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