+210.2%
HD vs VMC
+146.8%
+63.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.2% | +0.2% |
| 7D | -1.8% | -5.3% | +3.5% | +0.3% |
| 30D | -10.8% | -12.3% | +1.4% | -6.2% |
| 3M | -2.7% | -10.3% | +7.6% | +1.5% |
| 6M | -10.3% | -8.6% | -1.7% | -7.2% |
| YTD | -7.8% | -11.9% | +4.1% | -3.6% |
| 1Y | -23.1% | -13.9% | -9.2% | -19.0% |
| 3Y | +2.0% | +18.2% | -16.2% | -5.7% |
| 5Y | +6.2% | +47.7% | -41.5% | -10.4% |
| 10Y | +210.2% | +152.5% | +57.7% | +108.6% |
| All | +210.2% | +146.8% | +63.4% | +108.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling