+82.9%
HST vs VIVK
-100.0%
+182.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -9.6% | +8.6% | -0.9% |
| 7D | +3.6% | -38.6% | +42.3% | +3.9% |
| 30D | +9.9% | -87.7% | +97.6% | +11.4% |
| 3M | +12.9% | -98.9% | +111.8% | +16.7% |
| 6M | +22.9% | -100.0% | +122.8% | +30.2% |
| YTD | +52.4% | -100.0% | +152.4% | +59.6% |
| 1Y | +52.5% | -100.0% | +152.5% | +64.0% |
| 3Y | +87.4% | -100.0% | +187.4% | +99.7% |
| 5Y | +82.9% | -100.0% | +182.9% | +92.2% |
| All | +82.9% | -100.0% | +182.9% | +92.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling