-4.6%
HD vs VICR
+76.0%
-80.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -11.1% | +17.7% | +6.4% |
| 7D | +11.9% | -26.6% | +38.5% | +11.9% |
| 30D | +26.4% | -47.9% | +74.4% | +27.0% |
| 3M | +2.8% | -29.8% | +32.6% | +2.3% |
| 6M | +15.5% | -36.6% | +52.1% | +13.3% |
| YTD | +5.5% | +45.1% | -39.6% | -1.5% |
| 1Y | -4.6% | +80.0% | -84.6% | -12.1% |
| All | -4.6% | +76.0% | -80.6% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 1y: compounded portfolio wealth divided by compounded VICR 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…
1y analysis · Full analysis span regression · 6 months rolling