-11.6%
HD vs VG
-51.4%
+39.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.0% | +2.5% | -1.7% |
| 7D | +6.4% | -22.0% | +28.4% | +5.3% |
| 30D | +22.1% | -14.7% | +36.8% | +21.4% |
| 3M | -0.2% | -7.1% | +6.9% | -0.4% |
| 6M | +12.6% | -11.2% | +23.8% | +12.4% |
| YTD | +3.9% | +69.8% | -65.9% | +1.3% |
| 1Y | -3.7% | +49.9% | -53.6% | -5.9% |
| All | -11.6% | -51.4% | +39.8% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 3y: compounded portfolio wealth divided by compounded VG 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…
3y analysis · Full analysis span regression · 6 months rolling