-18.9%
HD vs VG
-39.3%
+20.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.4% | +0.9% |
| 7D | -2.1% | +1.7% | -3.7% | -2.0% |
| 30D | -8.4% | +16.0% | -24.4% | -7.9% |
| 3M | +4.3% | +9.7% | -5.4% | +4.9% |
| 6M | -11.1% | +29.6% | -40.7% | -11.2% |
| YTD | -4.7% | +112.0% | -116.7% | -6.4% |
| 1Y | -19.8% | +12.8% | -32.6% | -19.8% |
| All | -18.9% | -39.3% | +20.4% | -23.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling