+31,139.8%
HD vs VFC
+845.1%
+30,294.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.4% | +0.2% |
| 7D | -2.1% | -1.6% | -0.4% | -1.5% |
| 30D | -8.4% | -11.6% | +3.2% | -4.6% |
| 3M | +4.3% | -18.1% | +22.4% | +10.4% |
| 6M | -11.1% | -27.4% | +16.2% | -2.6% |
| YTD | -4.7% | -24.8% | +20.1% | +2.7% |
| 1Y | -19.8% | -8.2% | -11.6% | -20.5% |
| 3Y | +4.1% | -29.1% | +33.2% | -4.4% |
| 5Y | +10.3% | -79.2% | +89.5% | +57.1% |
| 10Y | +203.2% | -68.1% | +271.3% | +232.5% |
| All | +31,139.8% | +845.1% | +30,294.7% | +9,801.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling