+162.1%
HPQ vs VIVK
-100.0%
+262.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -6.3% | +11.3% | +4.9% |
| 7D | +2.2% | -7.9% | +10.1% | +2.2% |
| 30D | +9.7% | -42.0% | +51.7% | +9.8% |
| 3M | +32.7% | -92.5% | +125.2% | +32.8% |
| 6M | +77.7% | -98.0% | +175.7% | +77.8% |
| YTD | +51.0% | -97.9% | +148.9% | +51.1% |
| 1Y | +18.4% | -100.0% | +118.4% | +18.5% |
| 3Y | +25.6% | -100.0% | +125.5% | +25.7% |
| 5Y | +38.6% | -100.0% | +138.6% | +38.8% |
| 10Y | +226.1% | -100.0% | +326.1% | +228.0% |
| All | +162.1% | -100.0% | +262.1% | +164.5% |
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