+717.5%
HPE vs VIVK
-100.0%
+817.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -6.3% | +11.5% | +5.2% |
| 7D | +13.6% | -7.9% | +21.5% | +13.7% |
| 30D | +7.7% | -42.0% | +49.7% | +8.1% |
| 3M | +22.4% | -92.5% | +114.9% | +24.1% |
| 6M | +172.6% | -98.0% | +270.6% | +177.8% |
| YTD | +147.5% | -97.9% | +245.4% | +151.0% |
| 1Y | +151.8% | -100.0% | +251.8% | +160.7% |
| 3Y | +267.1% | -100.0% | +367.0% | +278.4% |
| 5Y | +362.8% | -100.0% | +462.8% | +377.4% |
| 10Y | +540.2% | -100.0% | +640.2% | +559.4% |
| All | +717.5% | -100.0% | +817.5% | +689.6% |
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 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