+248.1%
HD vs VICR
+1,016.5%
-768.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.2% | -0.7% |
| 7D | -0.5% | +21.9% | -22.4% | -2.7% |
| 30D | +18.5% | -38.4% | +56.9% | +23.5% |
| 3M | +2.2% | -27.2% | +29.3% | +3.5% |
| 6M | +13.8% | -43.7% | +57.6% | +16.5% |
| YTD | +3.4% | +50.3% | -46.9% | -9.3% |
| 1Y | -3.5% | +74.6% | -78.1% | -17.2% |
| 3Y | +29.0% | +351.2% | -322.2% | -10.1% |
| 5Y | +6.1% | +2.5% | +3.6% | -12.7% |
| All | +248.1% | +1,016.5% | -768.4% | +94.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling