+388.0%
HWM vs VIVK
-100.0%
+488.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | +7.7% | -18.4% | -10.8% |
| 7D | -9.2% | +13.1% | -22.2% | -9.3% |
| 30D | -17.9% | -29.7% | +11.8% | -17.6% |
| 3M | -6.0% | -93.0% | +86.9% | -4.6% |
| 6M | -7.4% | -98.0% | +90.6% | -5.6% |
| YTD | +13.1% | -97.8% | +110.9% | +14.2% |
| 1Y | +29.3% | -100.0% | +129.3% | +34.3% |
| All | +388.0% | -100.0% | +488.0% | +386.4% |
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