-3.5%
HD vs VICR
+65.4%
-68.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.2% | -0.9% |
| 7D | -0.5% | +21.9% | -22.4% | -0.4% |
| 30D | +18.5% | -38.4% | +56.9% | +18.8% |
| 3M | +2.2% | -27.2% | +29.3% | +1.7% |
| 6M | +13.8% | -43.7% | +57.6% | +13.3% |
| YTD | +3.4% | +50.3% | -46.9% | -5.3% |
| 1Y | -3.5% | +74.6% | -78.1% | -14.0% |
| All | -3.5% | +65.4% | -68.9% | -14.0% |
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