+155.3%
HBAN vs VIVK
-100.0%
+255.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.4% | +8.2% | +0.8% |
| 7D | -1.0% | -4.4% | +3.4% | -1.0% |
| 30D | -5.6% | -40.8% | +35.2% | -5.3% |
| 3M | -1.1% | -94.1% | +93.0% | +0.3% |
| 6M | +9.9% | -98.2% | +108.1% | +11.9% |
| YTD | -0.9% | -98.0% | +97.1% | +0.3% |
| 1Y | -1.4% | -100.0% | +98.6% | +2.3% |
| 3Y | +78.2% | -100.0% | +178.2% | +84.1% |
| 5Y | +37.0% | -100.0% | +137.0% | +41.7% |
| All | +155.3% | -100.0% | +255.3% | +159.8% |
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