+746.7%
HUT vs VIVK
-100.0%
+846.7%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.4% | -8.0% | -5.6% |
| 7D | +2.8% | -9.5% | +12.3% | +3.0% |
| 30D | +2.1% | -35.1% | +37.2% | +2.5% |
| 3M | -14.3% | -93.4% | +79.1% | -12.0% |
| 6M | +84.2% | -98.0% | +182.2% | +90.2% |
| YTD | +97.2% | -97.9% | +195.1% | +102.6% |
| 1Y | +192.7% | -100.0% | +292.7% | +211.6% |
| All | +746.7% | -100.0% | +846.7% | +670.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling