-3.5%
HD vs VLTO
+20.4%
-23.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.4% |
| 7D | -0.5% | +0.8% | -1.3% | -0.8% |
| 30D | +18.5% | +18.7% | -0.2% | +11.0% |
| 3M | +2.2% | +21.7% | -19.5% | -5.2% |
| 6M | +13.8% | +35.8% | -22.0% | +1.9% |
| YTD | +3.4% | +18.3% | -14.9% | -3.6% |
| 1Y | -3.5% | +20.9% | -24.4% | -11.4% |
| All | -3.5% | +20.4% | -23.9% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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