-100.0%
VIVK vs HDB
+428.6%
-528.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -3.0% | +10.7% | +7.1% |
| 7D | +13.1% | -2.0% | +15.1% | +12.6% |
| 30D | -29.7% | -4.9% | -24.8% | -30.2% |
| 3M | -93.0% | -2.3% | -90.7% | -93.0% |
| 6M | -98.0% | -23.7% | -74.2% | -98.1% |
| YTD | -97.8% | -38.5% | -59.3% | -98.0% |
| 1Y | -100.0% | -36.5% | -63.5% | -100.0% |
| 3Y | -100.0% | -28.5% | -71.5% | -100.0% |
| 5Y | -100.0% | -37.4% | -62.6% | -100.0% |
| 10Y | -100.0% | +34.0% | -134.0% | -100.0% |
| All | -100.0% | +428.6% | -528.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling