+256.9%
HL vs VIVK
-100.0%
+356.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.4% | +6.2% | -1.1% |
| 7D | -4.4% | -4.4% | 0.0% | -4.3% |
| 30D | +9.3% | -40.8% | +50.1% | +9.7% |
| 3M | +32.0% | -94.1% | +126.1% | +34.1% |
| 6M | -6.4% | -98.2% | +91.8% | -4.5% |
| YTD | +3.1% | -98.0% | +101.2% | +4.6% |
| 1Y | +77.6% | -100.0% | +177.5% | +86.1% |
| 3Y | +392.8% | -100.0% | +492.8% | +411.2% |
| 5Y | +234.1% | -100.0% | +334.1% | +246.5% |
| All | +256.9% | -100.0% | +356.9% | +262.8% |
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