-11.1%
HD vs VICR
-8.0%
-3.1%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.5% | -4.5% | +0.8% |
| 7D | -2.1% | +0.4% | -2.5% | -2.1% |
| 30D | -8.4% | -13.9% | +5.5% | -8.2% |
| 3M | +4.3% | -38.4% | +42.8% | +5.2% |
| 6M | -11.1% | -7.2% | -3.9% | -17.5% |
| All | -11.1% | -8.0% | -3.1% | -17.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling