+248.6%
HD vs ITOT
+287.5%
-39.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.5% |
| 7D | +1.5% | +2.5% | -1.0% | -0.8% |
| 30D | +18.0% | -1.7% | +19.7% | +19.7% |
| 3M | +2.8% | -3.4% | +6.1% | +5.9% |
| 6M | +17.0% | +2.1% | +14.9% | +14.3% |
| YTD | +3.5% | +11.5% | -8.0% | -6.9% |
| 1Y | -2.6% | +13.6% | -16.2% | -14.0% |
| 3Y | +30.7% | +77.2% | -46.5% | -26.0% |
| 5Y | +6.2% | +64.4% | -58.2% | -35.4% |
| All | +248.6% | +287.5% | -39.0% | -4.8% |
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