-100.0%
VIVK vs HIG
+772.8%
-872.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -2.0% | +9.6% | +7.9% |
| 7D | +13.1% | -1.1% | +14.1% | +13.2% |
| 30D | -29.7% | -4.9% | -24.8% | -29.3% |
| 3M | -93.0% | +6.8% | -99.8% | -93.0% |
| 6M | -98.0% | -1.7% | -96.3% | -98.0% |
| YTD | -97.8% | -0.2% | -97.5% | -97.8% |
| 1Y | -100.0% | +5.7% | -105.7% | -100.0% |
| 3Y | -100.0% | +100.3% | -200.3% | -100.0% |
| 5Y | -100.0% | +118.5% | -218.5% | -100.0% |
| 10Y | -100.0% | +309.7% | -409.7% | -100.0% |
| All | -100.0% | +772.8% | -872.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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