+1,701.1%
HD vs VIVK
-100.0%
+1,801.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -12.3% | +13.3% | +0.9% |
| 7D | -2.1% | -1.4% | -0.7% | -2.1% |
| 30D | -8.4% | -43.6% | +35.2% | -8.4% |
| 3M | +4.3% | -95.1% | +99.5% | +4.5% |
| 6M | -11.1% | -98.2% | +87.1% | -11.0% |
| YTD | -4.7% | -97.9% | +93.2% | -4.6% |
| 1Y | -19.8% | -100.0% | +80.2% | -19.6% |
| 3Y | +4.1% | -100.0% | +104.1% | +4.3% |
| 5Y | +10.3% | -100.0% | +110.3% | +10.5% |
| 10Y | +203.2% | -100.0% | +303.2% | +203.6% |
| All | +1,701.1% | -100.0% | +1,801.1% | +1,733.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling