+392.8%
HL vs VIVK
-100.0%
+492.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.4% | +6.2% | -1.2% |
| 7D | -4.4% | -4.4% | 0.0% | -4.4% |
| 30D | +9.3% | -40.8% | +50.1% | +8.9% |
| 3M | +32.0% | -94.1% | +126.1% | +29.9% |
| 6M | -6.4% | -98.2% | +91.8% | -8.2% |
| YTD | +3.1% | -98.0% | +101.2% | +2.2% |
| 1Y | +77.6% | -100.0% | +177.5% | +76.4% |
| 3Y | +392.8% | -100.0% | +492.8% | +322.3% |
| All | +392.8% | -100.0% | +492.8% | +322.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling