+205.0%
HD vs VO
+192.5%
+12.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -1.8% |
| 7D | -1.2% | +0.6% | -1.8% | -1.7% |
| 30D | -11.1% | -1.1% | -10.1% | -10.3% |
| 3M | +2.0% | +4.5% | -2.5% | -2.0% |
| 6M | -10.5% | +11.1% | -21.5% | -18.7% |
| YTD | -6.9% | +13.5% | -20.4% | -17.2% |
| 1Y | -23.2% | +14.5% | -37.7% | -32.3% |
| 3Y | +3.1% | +58.1% | -55.0% | -33.1% |
| 5Y | +7.4% | +43.3% | -35.9% | -24.0% |
| 10Y | +205.0% | +193.2% | +11.8% | +9.8% |
| All | +205.0% | +192.5% | +12.5% | +9.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling