+645.2%
HWM vs VIVK
-100.0%
+745.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.3% | +6.8% | +0.5% |
| 7D | -8.0% | -7.9% | -0.2% | -8.0% |
| 30D | -18.0% | -42.0% | +24.0% | -17.6% |
| 3M | -9.5% | -92.5% | +83.0% | -8.0% |
| 6M | -8.4% | -98.0% | +89.6% | -6.3% |
| YTD | +13.6% | -97.9% | +111.5% | +15.3% |
| 1Y | +30.2% | -100.0% | +130.2% | +36.5% |
| 3Y | +392.2% | -100.0% | +492.2% | +410.4% |
| 5Y | +645.2% | -100.0% | +745.2% | +679.5% |
| All | +645.2% | -100.0% | +745.2% | +679.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling