-100.0%
VIVK vs HAS
+214.3%
-314.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.8% | +0.7% | -23.5% | -22.9% |
| 7D | -56.0% | +3.3% | -59.2% | -56.4% |
| 30D | -92.3% | +30.5% | -122.8% | -92.8% |
| 3M | -98.6% | +29.9% | -128.5% | -98.7% |
| 6M | -99.9% | +26.5% | -126.5% | -100.0% |
| YTD | -100.0% | +51.9% | -151.9% | -100.0% |
| 1Y | -100.0% | +60.9% | -160.9% | -100.0% |
| 3Y | -100.0% | +215.0% | -315.0% | -100.0% |
| All | -100.0% | +214.3% | -314.3% | -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