-4.6%
HD vs VO
+16.3%
-20.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.9% | +5.7% | +5.6% |
| 7D | +11.9% | +1.0% | +10.9% | +10.8% |
| 30D | +26.4% | +2.6% | +23.8% | +23.1% |
| 3M | +2.8% | -0.3% | +3.1% | +3.1% |
| 6M | +15.5% | +7.6% | +7.9% | +6.7% |
| YTD | +5.5% | +14.7% | -9.2% | -9.0% |
| 1Y | -4.6% | +16.4% | -21.0% | -19.3% |
| All | -4.6% | +16.3% | -20.9% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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