+210.2%
HD vs VIG
+241.3%
-31.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.4% |
| 7D | -1.8% | -1.2% | -0.6% | -0.5% |
| 30D | -10.8% | -2.8% | -8.0% | -7.9% |
| 3M | -2.7% | +2.5% | -5.1% | -5.1% |
| 6M | -10.3% | +8.1% | -18.4% | -17.5% |
| YTD | -7.8% | +9.6% | -17.4% | -16.5% |
| 1Y | -23.1% | +14.2% | -37.3% | -33.6% |
| 3Y | +2.0% | +56.1% | -54.1% | -38.2% |
| 5Y | +6.2% | +62.8% | -56.6% | -38.1% |
| 10Y | +210.2% | +248.2% | -38.0% | -19.3% |
| All | +210.2% | +241.3% | -31.2% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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