+1,434.2%
HD vs ITOT
+896.7%
+537.5%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.3% | +1.2% |
| 7D | -2.1% | +0.1% | -2.2% | -2.1% |
| 30D | -8.4% | 0.0% | -8.4% | -8.4% |
| 3M | +4.3% | +2.0% | +2.4% | +2.3% |
| 6M | -11.1% | +13.0% | -24.2% | -21.1% |
| YTD | -4.7% | +14.0% | -18.6% | -16.1% |
| 1Y | -19.8% | +19.9% | -39.7% | -33.0% |
| 3Y | +4.1% | +75.8% | -71.7% | -40.8% |
| 5Y | +10.3% | +73.8% | -63.5% | -37.0% |
| 10Y | +203.2% | +295.9% | -92.7% | -23.0% |
| All | +1,434.2% | +896.7% | +537.5% | +48.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling