+7.4%
HD vs VEU
+56.3%
-48.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.0% |
| 7D | -1.2% | +1.7% | -2.8% | -2.3% |
| 30D | -11.1% | +1.0% | -12.1% | -11.8% |
| 3M | +2.0% | +5.6% | -3.6% | -2.2% |
| 6M | -10.5% | +13.7% | -24.1% | -19.0% |
| YTD | -6.9% | +17.7% | -24.6% | -18.1% |
| 1Y | -23.2% | +25.8% | -48.9% | -35.9% |
| 3Y | +3.1% | +77.1% | -74.0% | -34.4% |
| 5Y | +7.4% | +57.1% | -49.8% | -27.1% |
| All | +7.4% | +56.3% | -48.9% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 5y: compounded portfolio wealth divided by compounded VEU 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…
5y analysis · Full analysis span regression · 6 months rolling