+108.1%
HST vs VIVK
-100.0%
+208.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -2.0% | +0.4% |
| 7D | +0.7% | -9.5% | +10.2% | +0.7% |
| 30D | -0.7% | -35.1% | +34.4% | -0.4% |
| 3M | -4.0% | -93.4% | +89.3% | -2.8% |
| 6M | +20.7% | -98.0% | +118.7% | +22.7% |
| YTD | +31.0% | -97.9% | +128.9% | +32.6% |
| 1Y | +36.2% | -100.0% | +136.2% | +40.7% |
| 3Y | +66.6% | -100.0% | +166.6% | +71.1% |
| 5Y | +75.8% | -100.0% | +175.8% | +80.4% |
| All | +108.1% | -100.0% | +208.1% | +113.8% |
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