+1,856.1%
HD vs VIVK
-100.0%
+1,956.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.5% | +7.6% | +0.1% |
| 7D | +1.5% | -57.7% | +59.2% | +1.6% |
| 30D | +18.0% | -87.3% | +105.3% | +18.1% |
| 3M | +2.8% | -98.9% | +101.7% | +3.0% |
| 6M | +17.0% | -100.0% | +116.9% | +17.3% |
| YTD | +3.5% | -100.0% | +103.5% | +3.8% |
| 1Y | -2.6% | -100.0% | +97.4% | -2.2% |
| 3Y | +30.7% | -100.0% | +130.7% | +31.2% |
| 5Y | +6.2% | -100.0% | +106.2% | +6.6% |
| 10Y | +242.7% | -100.0% | +342.7% | +243.8% |
| All | +1,856.1% | -100.0% | +1,956.1% | +1,894.5% |
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