+203.4%
HD vs VIVK
-100.0%
+303.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.4% | -3.9% | -1.5% |
| 7D | -3.9% | -9.5% | +5.6% | -3.9% |
| 30D | -13.1% | -35.1% | +22.0% | -13.0% |
| 3M | -3.4% | -93.4% | +89.9% | -2.7% |
| 6M | -12.6% | -98.0% | +85.4% | -11.7% |
| YTD | -9.2% | -97.9% | +88.6% | -8.5% |
| 1Y | -23.9% | -100.0% | +76.0% | -22.5% |
| 3Y | +0.4% | -100.0% | +100.4% | +2.0% |
| 5Y | +4.5% | -100.0% | +104.5% | +6.1% |
| All | +203.4% | -100.0% | +303.4% | +208.1% |
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