-3.8%
HAL vs VIVK
-100.0%
+96.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.3% | +7.2% | +0.9% |
| 7D | -1.3% | -7.9% | +6.6% | -1.3% |
| 30D | +10.9% | -42.0% | +52.8% | +11.1% |
| 3M | -5.8% | -92.5% | +86.7% | -4.9% |
| 6M | +8.1% | -98.0% | +106.1% | +9.2% |
| YTD | +33.2% | -97.9% | +131.1% | +33.7% |
| 1Y | +74.2% | -100.0% | +174.1% | +78.1% |
| All | -3.8% | -100.0% | +96.2% | -1.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling