+138.4%
HLT vs VIVK
-100.0%
+238.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.4% | +7.4% | 0.0% |
| 7D | -1.6% | -4.4% | +2.8% | -1.6% |
| 30D | -5.0% | -40.8% | +35.8% | -4.8% |
| 3M | -10.4% | -94.1% | +83.7% | -9.5% |
| 6M | +3.2% | -98.2% | +101.4% | +4.6% |
| YTD | +6.7% | -98.0% | +104.8% | +7.7% |
| 1Y | +10.3% | -100.0% | +110.2% | +13.5% |
| 3Y | +99.3% | -100.0% | +199.3% | +102.9% |
| All | +138.4% | -100.0% | +238.4% | +137.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling