+56.7%
HST vs VIVK
-100.0%
+156.7%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.5% | +7.4% | -0.1% |
| 7D | +3.6% | -57.7% | +61.3% | +3.8% |
| 30D | +11.2% | -87.3% | +98.5% | +11.8% |
| 3M | +13.1% | -98.9% | +112.0% | +14.6% |
| 6M | +23.9% | -100.0% | +123.9% | +27.4% |
| YTD | +52.3% | -100.0% | +152.3% | +55.2% |
| 1Y | +56.7% | -100.0% | +156.7% | +62.5% |
| All | +56.7% | -100.0% | +156.7% | +62.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling