+206.4%
HD vs VIAV
+419.4%
-213.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.6% | -2.6% | +0.3% |
| 7D | -3.8% | +11.2% | -15.0% | -5.9% |
| 30D | -9.4% | -10.1% | +0.7% | -8.1% |
| 3M | -4.6% | -22.9% | +18.3% | -1.7% |
| 6M | -10.1% | +28.8% | -38.9% | -19.9% |
| YTD | -8.3% | +117.5% | -125.8% | -30.5% |
| 1Y | -25.0% | +216.1% | -241.1% | -49.7% |
| 3Y | +1.5% | +292.2% | -290.7% | -38.9% |
| 5Y | +5.6% | +141.0% | -135.4% | -26.9% |
| All | +206.4% | +419.4% | -213.0% | +69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 10y: compounded portfolio wealth divided by compounded VIAV 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…
10y analysis · Full analysis span regression · 6 months rolling