+203.4%
HD vs VICR
+1,501.2%
-1,297.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.6% | -1.2% |
| 7D | -3.9% | -0.4% | -3.5% | -3.9% |
| 30D | -13.1% | -15.6% | +2.4% | -11.7% |
| 3M | -3.4% | -35.4% | +31.9% | -0.1% |
| 6M | -12.6% | +1.3% | -13.8% | -16.4% |
| YTD | -9.2% | +62.5% | -71.7% | -19.4% |
| 1Y | -23.9% | +255.5% | -279.4% | -40.3% |
| 3Y | +0.4% | +182.0% | -181.6% | -23.3% |
| 5Y | +4.5% | +42.9% | -38.4% | -17.3% |
| All | +203.4% | +1,501.2% | -1,297.8% | +63.7% |
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