+1,661.1%
HD vs VCIT
+98.3%
+1,562.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -2.1% | -0.3% | -1.7% | -1.8% |
| 30D | -8.4% | -0.8% | -7.7% | -7.8% |
| 3M | +4.3% | -1.0% | +5.4% | +5.3% |
| 6M | -11.1% | -1.8% | -9.3% | -9.6% |
| YTD | -4.7% | -0.7% | -4.0% | -3.9% |
| 1Y | -19.8% | +1.0% | -20.8% | -20.2% |
| 3Y | +4.1% | +18.8% | -14.7% | -7.2% |
| 5Y | +10.3% | +3.5% | +6.8% | +2.6% |
| 10Y | +203.2% | +29.2% | +173.9% | +183.2% |
| All | +1,661.1% | +98.3% | +1,562.9% | +2,277.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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