+27,202.2%
HD vs VICR
+10,134.2%
+17,067.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.5% | +0.6% |
| 7D | +1.5% | +8.3% | -6.8% | +0.4% |
| 30D | +18.0% | -35.2% | +53.2% | +23.3% |
| 3M | +2.8% | -29.8% | +32.6% | +5.0% |
| 6M | +17.0% | -48.6% | +65.5% | +21.8% |
| YTD | +3.5% | +45.1% | -41.6% | -9.2% |
| 1Y | -2.6% | +79.6% | -82.1% | -17.2% |
| 3Y | +30.7% | +335.4% | -304.7% | -8.6% |
| 5Y | +6.2% | -1.0% | +7.2% | -14.5% |
| 10Y | +242.7% | +993.1% | -750.4% | +79.6% |
| All | +27,202.2% | +10,134.2% | +17,067.9% | +7,493.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling