+87.7%
HST vs VIVK
-100.0%
+187.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -9.6% | +8.6% | -1.0% |
| 7D | +3.6% | -38.6% | +42.3% | +3.6% |
| 30D | +9.9% | -87.7% | +97.6% | +10.1% |
| 3M | +12.9% | -98.9% | +111.8% | +13.6% |
| 6M | +22.9% | -100.0% | +122.8% | +24.5% |
| YTD | +52.4% | -100.0% | +152.4% | +53.9% |
| 1Y | +52.5% | -100.0% | +152.5% | +54.1% |
| All | +87.7% | -100.0% | +187.7% | +86.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling