+2.6%
HAL vs VIVK
-100.0%
+102.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.4% | +6.8% | -0.5% |
| 7D | -3.3% | -4.4% | +1.1% | -3.3% |
| 30D | +8.2% | -40.8% | +49.0% | +9.0% |
| 3M | -9.4% | -94.1% | +84.7% | -6.4% |
| 6M | +0.6% | -98.2% | +98.8% | +4.8% |
| YTD | +28.6% | -98.0% | +126.6% | +32.2% |
| 1Y | +63.9% | -100.0% | +163.9% | +77.2% |
| 3Y | -7.1% | -100.0% | +92.9% | -0.7% |
| 5Y | +102.3% | -100.0% | +202.3% | +116.6% |
| All | +2.6% | -100.0% | +102.6% | +6.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling