+40.0%
HLT vs VIVK
-100.0%
+140.0%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -23.3% | +21.5% | -1.9% |
| 7D | +3.6% | -75.3% | +78.9% | +3.4% |
| 30D | +14.6% | -92.3% | +106.9% | +14.5% |
| 3M | +13.9% | -98.3% | +112.3% | +14.0% |
| 6M | +18.3% | -99.9% | +118.2% | +19.6% |
| YTD | +28.9% | -99.9% | +128.8% | +29.7% |
| 1Y | +40.0% | -100.0% | +140.0% | +49.2% |
| All | +40.0% | -100.0% | +140.0% | +49.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling