+31,139.8%
HD vs VMC
+3,246.6%
+27,893.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.6% |
| 7D | -2.1% | -4.3% | +2.3% | -0.4% |
| 30D | -8.4% | -8.2% | -0.2% | -5.5% |
| 3M | +4.3% | -7.0% | +11.4% | +7.1% |
| 6M | -11.1% | -10.8% | -0.4% | -7.4% |
| YTD | -4.7% | -7.4% | +2.7% | -2.3% |
| 1Y | -19.8% | -9.5% | -10.3% | -17.2% |
| 3Y | +4.1% | +20.5% | -16.4% | -4.3% |
| 5Y | +10.3% | +51.6% | -41.2% | -7.6% |
| 10Y | +203.2% | +150.0% | +53.1% | +97.9% |
| All | +31,139.8% | +3,246.6% | +27,893.2% | +8,383.3% |
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 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