+33,321.4%
HD vs VMC
+3,502.6%
+29,818.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.9% | -1.5% |
| 7D | +4.3% | +0.5% | +3.8% | +4.2% |
| 30D | +20.2% | +15.8% | +4.4% | +13.9% |
| 3M | -1.0% | +0.6% | -1.6% | -1.2% |
| 6M | +7.9% | -4.0% | +11.9% | +9.4% |
| YTD | +2.0% | -0.3% | +2.3% | +1.8% |
| 1Y | -4.3% | -0.5% | -3.8% | -4.5% |
| 3Y | +25.9% | +39.6% | -13.6% | +9.8% |
| 5Y | +5.8% | +50.1% | -44.2% | -10.9% |
| 10Y | +262.5% | +163.9% | +98.6% | +132.5% |
| All | +33,321.4% | +3,502.6% | +29,818.7% | +8,734.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling