-23.1%
HD vs VIG
+14.1%
-37.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.3% |
| 7D | -1.8% | -1.2% | -0.6% | -0.3% |
| 30D | -10.8% | -2.8% | -8.0% | -7.4% |
| 3M | -2.7% | +2.5% | -5.1% | -5.3% |
| 6M | -10.3% | +8.1% | -18.4% | -18.5% |
| YTD | -7.8% | +9.6% | -17.4% | -17.3% |
| 1Y | -23.1% | +14.2% | -37.3% | -33.4% |
| All | -23.1% | +14.1% | -37.2% | -33.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling