+228.8%
VIK vs HBM
+225.0%
+3.7%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.5% |
| 7D | -3.0% | -6.4% | +3.3% | -1.5% |
| 30D | -20.7% | +5.9% | -26.6% | -22.1% |
| 3M | -4.6% | -8.9% | +4.3% | -3.8% |
| 6M | +14.0% | +10.7% | +3.3% | +7.7% |
| YTD | +20.2% | +38.3% | -18.1% | +6.0% |
| 1Y | +36.0% | +121.3% | -85.3% | +4.3% |
| All | +228.8% | +225.0% | +3.7% | +105.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling