-100.0%
VIVK vs HDB
-38.6%
-61.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.5% | +2.6% |
| 7D | -9.5% | -6.2% | -3.3% | -8.7% |
| 30D | -35.1% | -6.2% | -28.9% | -34.6% |
| 3M | -93.4% | -5.9% | -87.5% | -93.2% |
| 6M | -98.0% | -25.9% | -72.1% | -97.9% |
| YTD | -97.9% | -40.2% | -57.6% | -97.8% |
| 1Y | -100.0% | -38.0% | -62.0% | -100.0% |
| 3Y | -100.0% | -30.5% | -69.5% | -100.0% |
| 5Y | -100.0% | -38.1% | -61.9% | -100.0% |
| All | -100.0% | -38.6% | -61.4% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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