+86.1%
HUT vs VIVK
-100.0%
+186.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -6.3% | +2.8% | -3.5% |
| 7D | +18.9% | -7.9% | +26.8% | +19.0% |
| 30D | +12.0% | -42.0% | +53.9% | +12.8% |
| 3M | -14.9% | -92.5% | +77.7% | -12.3% |
| 6M | +96.8% | -98.0% | +194.8% | +104.7% |
| YTD | +108.8% | -97.9% | +206.7% | +115.2% |
| 1Y | +227.4% | -100.0% | +327.3% | +256.5% |
| 3Y | +760.3% | -100.0% | +860.3% | +813.2% |
| 5Y | +86.1% | -100.0% | +186.1% | +105.4% |
| All | +86.1% | -100.0% | +186.1% | +105.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling