+1,547.2%
HWM vs VIVK
-100.0%
+1,647.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.4% | -4.4% | -2.0% |
| 7D | -12.5% | -9.5% | -3.0% | -12.5% |
| 30D | -19.0% | -35.1% | +16.1% | -18.9% |
| 3M | -8.6% | -93.4% | +84.8% | -8.1% |
| 6M | -10.2% | -98.0% | +87.8% | -9.5% |
| YTD | +11.3% | -97.9% | +109.2% | +11.8% |
| 1Y | +24.3% | -100.0% | +124.2% | +25.7% |
| 3Y | +382.3% | -100.0% | +482.2% | +387.1% |
| 5Y | +640.6% | -100.0% | +740.6% | +647.9% |
| All | +1,547.2% | -100.0% | +1,647.2% | +1,553.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling