+29.3%
HD vs VLTO
+54.1%
-24.9%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | +6.4% | +12.0% | -5.6% | +1.7% |
| 30D | +22.1% | +20.8% | +1.2% | +13.3% |
| 3M | -0.2% | +20.1% | -20.3% | -7.1% |
| 6M | +12.6% | +32.6% | -20.0% | +0.7% |
| YTD | +3.9% | +17.3% | -13.4% | -2.9% |
| 1Y | -3.7% | +17.3% | -21.0% | -10.2% |
| 3Y | +27.9% | +66.9% | -39.1% | +10.0% |
| All | +29.3% | +54.1% | -24.9% | +12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling