+569.7%
HL vs VIVK
-100.0%
+669.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.3% | +8.2% | +1.9% |
| 7D | +0.4% | -7.9% | +8.3% | +0.4% |
| 30D | +18.8% | -42.0% | +60.8% | +18.8% |
| 3M | +43.7% | -92.5% | +136.2% | +43.8% |
| 6M | -1.0% | -98.0% | +97.0% | -1.0% |
| YTD | +8.7% | -97.9% | +106.6% | +8.8% |
| 1Y | +105.0% | -100.0% | +205.0% | +105.4% |
| 3Y | +427.3% | -100.0% | +527.3% | +428.1% |
| 5Y | +249.3% | -100.0% | +349.3% | +249.8% |
| 10Y | +284.2% | -100.0% | +384.2% | +286.2% |
| All | +569.7% | -100.0% | +669.7% | +586.9% |
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