-23.2%
HD vs VFC
-11.5%
-11.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.4% | -1.9% |
| 7D | -1.2% | +0.8% | -2.0% | -1.4% |
| 30D | -11.1% | -11.9% | +0.8% | -8.6% |
| 3M | +2.0% | -20.2% | +22.2% | +6.4% |
| 6M | -10.5% | -23.0% | +12.5% | -6.1% |
| YTD | -6.9% | -26.2% | +19.4% | -1.9% |
| 1Y | -23.2% | -13.3% | -9.9% | -20.9% |
| All | -23.2% | -11.5% | -11.7% | -20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling