+1,773.8%
HWM vs VIVK
-100.0%
+1,873.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -12.3% | +11.9% | -0.4% |
| 7D | -2.1% | -1.4% | -0.7% | -2.1% |
| 30D | -11.0% | -43.6% | +32.6% | -10.8% |
| 3M | +4.0% | -95.1% | +99.2% | +4.7% |
| 6M | -0.2% | -98.2% | +98.0% | +0.5% |
| YTD | +26.7% | -97.9% | +124.6% | +27.2% |
| 1Y | +44.7% | -100.0% | +144.7% | +46.5% |
| 3Y | +426.1% | -100.0% | +526.1% | +431.4% |
| 5Y | +738.5% | -100.0% | +838.5% | +746.8% |
| All | +1,773.8% | -100.0% | +1,873.8% | +1,781.4% |
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 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