+44.7%
HWM vs VIVK
-100.0%
+144.7%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -12.3% | +11.9% | -0.3% |
| 7D | -2.1% | -1.4% | -0.7% | -2.1% |
| 30D | -11.0% | -43.6% | +32.6% | -10.5% |
| 3M | +4.0% | -95.1% | +99.2% | +6.5% |
| 6M | -0.2% | -98.2% | +98.0% | +2.3% |
| YTD | +26.7% | -97.9% | +124.6% | +27.9% |
| 1Y | +44.7% | -100.0% | +144.7% | +58.7% |
| All | +44.7% | -100.0% | +144.7% | +58.7% |
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