+1,497.0%
HWM vs VIVK
-100.0%
+1,597.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.5% | +6.5% | -1.0% |
| 7D | +7.3% | -57.7% | +65.0% | +7.6% |
| 30D | +1.6% | -87.3% | +88.9% | +2.1% |
| 3M | -21.9% | -98.9% | +77.0% | -20.9% |
| 6M | -19.0% | -100.0% | +80.9% | -17.5% |
| YTD | +7.9% | -100.0% | +107.9% | +9.6% |
| 1Y | +9.9% | -100.0% | +109.9% | +12.3% |
| 3Y | +342.1% | -100.0% | +442.1% | +351.5% |
| 5Y | +600.8% | -100.0% | +700.8% | +615.2% |
| 10Y | +1,493.8% | -100.0% | +1,593.8% | +1,517.6% |
| All | +1,497.0% | -100.0% | +1,597.0% | +1,521.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling