-100.0%
VIVK vs HAS
+474.6%
-574.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -0.5% | -11.8% | -12.2% |
| 7D | -1.4% | -1.8% | +0.4% | -0.8% |
| 30D | -43.6% | +2.3% | -45.9% | -44.2% |
| 3M | -95.1% | +10.4% | -105.5% | -95.3% |
| 6M | -98.2% | -3.2% | -95.0% | -98.2% |
| YTD | -97.9% | +15.4% | -113.3% | -98.0% |
| 1Y | -100.0% | +18.8% | -118.8% | -100.0% |
| 3Y | -100.0% | +43.9% | -143.9% | -100.0% |
| 5Y | -100.0% | +13.9% | -113.9% | -100.0% |
| 10Y | -100.0% | +56.4% | -156.4% | -100.0% |
| All | -100.0% | +474.6% | -574.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling