+203.4%
HD vs ITOT
+300.1%
-96.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -0.9% |
| 7D | -3.9% | -2.0% | -1.9% | -2.0% |
| 30D | -13.1% | -2.0% | -11.2% | -11.5% |
| 3M | -3.4% | +4.5% | -8.0% | -7.4% |
| 6M | -12.6% | +12.6% | -25.2% | -21.8% |
| YTD | -9.2% | +12.0% | -21.2% | -18.5% |
| 1Y | -23.9% | +17.3% | -41.2% | -34.8% |
| 3Y | +0.4% | +75.2% | -74.8% | -42.4% |
| 5Y | +4.5% | +74.0% | -69.5% | -39.9% |
| All | +203.4% | +300.1% | -96.7% | -22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 10y: compounded portfolio wealth divided by compounded ITOT 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…
10y analysis · Full analysis span regression · 6 months rolling