-58.5%
HUBS vs VIVK
-100.0%
+41.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.4% | +8.2% | +0.9% |
| 7D | -9.0% | -4.4% | -4.6% | -9.0% |
| 30D | +7.2% | -40.8% | +48.1% | +7.7% |
| 3M | +20.9% | -94.1% | +115.0% | +24.0% |
| 6M | -13.0% | -98.2% | +85.2% | -9.8% |
| YTD | -43.8% | -98.0% | +54.2% | -41.2% |
| 1Y | -54.6% | -100.0% | +45.3% | -52.6% |
| 3Y | -58.5% | -100.0% | +41.5% | -59.2% |
| All | -58.5% | -100.0% | +41.5% | -59.2% |
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 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