-19.8%
HD vs VMC
-8.5%
-11.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.5% |
| 7D | -2.1% | -4.3% | +2.3% | +0.2% |
| 30D | -8.4% | -8.2% | -0.2% | -4.3% |
| 3M | +4.3% | -7.0% | +11.4% | +8.1% |
| 6M | -11.1% | -10.8% | -0.4% | -6.8% |
| YTD | -4.7% | -7.4% | +2.7% | -2.1% |
| 1Y | -19.8% | -9.5% | -10.3% | -17.3% |
| All | -19.8% | -8.5% | -11.3% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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