+10.8%
HD vs VIG
+63.1%
-52.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.5% |
| 7D | -2.1% | -0.4% | -1.6% | -1.6% |
| 30D | -8.4% | -1.0% | -7.5% | -7.4% |
| 3M | +4.3% | +2.8% | +1.6% | +1.3% |
| 6M | -11.1% | +8.2% | -19.3% | -18.4% |
| YTD | -4.7% | +11.0% | -15.7% | -15.0% |
| 1Y | -19.8% | +16.1% | -36.0% | -32.1% |
| 3Y | +4.1% | +56.2% | -52.1% | -37.5% |
| All | +10.8% | +63.1% | -52.3% | -35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling