+34,289.6%
HD vs VMC
+3,595.0%
+30,694.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.6% | +0.3% | +1.9% |
| 7D | +3.6% | +0.3% | +3.3% | +3.5% |
| 30D | +21.6% | +18.6% | +3.0% | +14.2% |
| 3M | +0.1% | +2.0% | -1.9% | -0.6% |
| 6M | +13.0% | +2.6% | +10.4% | +11.8% |
| YTD | +4.9% | +2.3% | +2.7% | +3.7% |
| 1Y | -2.1% | +1.7% | -3.8% | -3.1% |
| 3Y | +32.6% | +41.7% | -9.1% | +15.0% |
| 5Y | +8.2% | +46.6% | -38.4% | -8.1% |
| 10Y | +257.9% | +140.3% | +117.7% | +137.8% |
| All | +34,289.6% | +3,595.0% | +30,694.5% | +8,906.2% |
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