+225.7%
VIK vs HBM
+214.3%
+11.4%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.3% |
| 7D | -0.9% | -3.3% | +2.4% | -0.2% |
| 30D | -18.4% | -4.8% | -13.6% | -17.7% |
| 3M | -8.8% | -0.4% | -8.3% | -9.8% |
| 6M | +17.1% | +17.9% | -0.7% | +8.9% |
| YTD | +19.0% | +33.7% | -14.7% | +5.8% |
| 1Y | +30.1% | +95.6% | -65.5% | +3.3% |
| All | +225.7% | +214.3% | +11.4% | +105.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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