+1,261.6%
HD vs VEU
+192.1%
+1,069.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.5% |
| 7D | -2.1% | +1.1% | -3.2% | -2.9% |
| 30D | -8.4% | +2.2% | -10.6% | -9.9% |
| 3M | +4.3% | +3.0% | +1.4% | +1.8% |
| 6M | -11.1% | +10.9% | -22.0% | -18.0% |
| YTD | -4.7% | +18.2% | -22.9% | -16.2% |
| 1Y | -19.8% | +28.3% | -48.1% | -33.7% |
| 3Y | +4.1% | +74.6% | -70.5% | -31.7% |
| 5Y | +10.3% | +56.4% | -46.0% | -22.0% |
| 10Y | +203.2% | +153.0% | +50.1% | +53.0% |
| All | +1,261.6% | +192.1% | +1,069.4% | +460.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling