+563.1%
HPE vs VIVK
-100.0%
+663.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -7.4% | +19.8% | +12.5% |
| 7D | +19.4% | -4.4% | +23.8% | +19.4% |
| 30D | +5.6% | -40.8% | +46.4% | +6.1% |
| 3M | +33.1% | -94.1% | +127.2% | +35.6% |
| 6M | +192.5% | -98.2% | +290.6% | +199.4% |
| YTD | +160.9% | -98.0% | +258.9% | +165.5% |
| 1Y | +155.0% | -100.0% | +254.9% | +166.0% |
| 3Y | +289.4% | -100.0% | +389.4% | +304.3% |
| 5Y | +395.7% | -100.0% | +495.7% | +414.9% |
| All | +563.1% | -100.0% | +663.1% | +588.8% |
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