-100.0%
VIVK vs HAS
+10.8%
-110.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.5% | -4.9% | -5.9% |
| 7D | -7.9% | -4.8% | -3.0% | -6.5% |
| 30D | -42.0% | -5.1% | -36.8% | -41.2% |
| 3M | -92.5% | +6.4% | -98.9% | -92.7% |
| 6M | -98.0% | -5.6% | -92.4% | -98.0% |
| YTD | -97.9% | +11.0% | -108.9% | -98.0% |
| 1Y | -100.0% | +16.8% | -116.8% | -100.0% |
| 3Y | -100.0% | +44.0% | -144.0% | -100.0% |
| 5Y | -100.0% | +11.0% | -111.0% | -100.0% |
| All | -100.0% | +10.8% | -110.8% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling