+333.3%
HST vs VIVK
-100.0%
+433.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -12.3% | +12.6% | +0.3% |
| 7D | -1.0% | -1.4% | +0.3% | -1.0% |
| 30D | -12.3% | -43.6% | +31.4% | -12.2% |
| 3M | -6.4% | -95.1% | +88.8% | -6.1% |
| 6M | +15.0% | -98.2% | +113.2% | +15.3% |
| YTD | +30.5% | -97.9% | +128.4% | +30.8% |
| 1Y | +35.7% | -100.0% | +135.6% | +36.4% |
| 3Y | +68.4% | -100.0% | +168.4% | +69.1% |
| 5Y | +73.1% | -100.0% | +173.1% | +73.9% |
| 10Y | +92.7% | -100.0% | +192.7% | +92.7% |
| All | +333.3% | -100.0% | +433.3% | +356.0% |
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