-100.0%
VIVK vs HBM
+308.2%
-408.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.6% | -5.7% | -6.3% |
| 7D | -7.9% | +5.5% | -13.4% | -8.1% |
| 30D | -42.0% | +3.3% | -45.2% | -42.0% |
| 3M | -92.5% | +12.7% | -105.2% | -92.6% |
| 6M | -98.0% | +28.2% | -126.2% | -98.0% |
| YTD | -97.9% | +45.3% | -143.2% | -98.0% |
| 1Y | -100.0% | +121.7% | -221.7% | -100.0% |
| 3Y | -100.0% | +523.5% | -623.5% | -100.0% |
| 5Y | -100.0% | +393.9% | -493.9% | -100.0% |
| 10Y | -100.0% | +647.9% | -747.9% | -100.0% |
| All | -100.0% | +308.2% | -408.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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