-55.9%
HUBS vs VIVK
-100.0%
+44.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -23.3% | +17.9% | -4.9% |
| 7D | -14.4% | -75.3% | +60.9% | -12.4% |
| 30D | -5.6% | -92.3% | +86.7% | -1.9% |
| 3M | -18.1% | -98.3% | +80.2% | -12.5% |
| 6M | -16.7% | -99.9% | +83.2% | -2.5% |
| YTD | -48.9% | -99.9% | +51.0% | -39.7% |
| 1Y | -55.9% | -100.0% | +44.1% | -36.1% |
| All | -55.9% | -100.0% | +44.1% | -36.1% |
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