+453.2%
HUT vs VIVK
-100.0%
+553.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +7.7% | -1.3% | +6.2% |
| 7D | +28.3% | +13.1% | +15.2% | +28.0% |
| 30D | +12.3% | -29.7% | +42.0% | +12.8% |
| 3M | -16.8% | -93.0% | +76.2% | -14.5% |
| 6M | +111.4% | -98.0% | +209.3% | +119.1% |
| YTD | +116.6% | -97.8% | +214.3% | +122.4% |
| 1Y | +290.5% | -100.0% | +390.4% | +320.7% |
| 3Y | +792.3% | -100.0% | +892.3% | +846.0% |
| 5Y | +94.1% | -100.0% | +194.1% | +106.6% |
| All | +453.2% | -100.0% | +553.2% | +434.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling