+205.0%
HD vs VFC
-69.1%
+274.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.4% | -1.8% |
| 7D | -1.2% | +0.8% | -2.0% | -1.4% |
| 30D | -11.1% | -11.9% | +0.8% | -8.4% |
| 3M | +2.0% | -20.2% | +22.2% | +7.0% |
| 6M | -10.5% | -23.0% | +12.5% | -5.6% |
| YTD | -6.9% | -26.2% | +19.4% | -1.1% |
| 1Y | -23.2% | -13.3% | -9.9% | -22.3% |
| 3Y | +3.1% | -25.5% | +28.5% | -3.2% |
| 5Y | +7.4% | -78.1% | +85.5% | +49.2% |
| 10Y | +205.0% | -68.8% | +273.8% | +264.4% |
| All | +205.0% | -69.1% | +274.1% | +264.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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