-11.3%
HD vs VG
-49.4%
+38.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.6% |
| 7D | +5.2% | -7.7% | +12.9% | +4.9% |
| 30D | +20.7% | -8.8% | +29.5% | +20.4% |
| 3M | +0.8% | -15.6% | +16.4% | +0.3% |
| 6M | +12.2% | +5.2% | +7.0% | +12.3% |
| YTD | +4.2% | +76.9% | -72.7% | +1.8% |
| 1Y | -2.6% | +42.5% | -45.1% | -4.3% |
| All | -11.3% | -49.4% | +38.1% | -17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling