-100.0%
VIVK vs HAS
+45.6%
-145.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -2.4% | +10.1% | +8.6% |
| 7D | +13.1% | -3.1% | +16.2% | +14.3% |
| 30D | -29.7% | -2.7% | -27.0% | -29.3% |
| 3M | -93.0% | +8.9% | -101.9% | -93.3% |
| 6M | -98.0% | -2.9% | -95.0% | -98.0% |
| YTD | -97.8% | +12.6% | -110.4% | -97.8% |
| 1Y | -100.0% | +17.5% | -117.4% | -100.0% |
| 3Y | -100.0% | +46.2% | -146.2% | -100.0% |
| All | -100.0% | +45.6% | -145.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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