+1,562.2%
HD vs VO
+797.8%
+764.4%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.7% |
| 7D | +4.3% | -2.6% | +6.9% | +6.7% |
| 30D | +20.2% | -0.9% | +21.1% | +21.2% |
| 3M | -1.0% | -3.0% | +2.0% | +1.7% |
| 6M | +7.9% | +2.2% | +5.7% | +5.9% |
| YTD | +2.0% | +10.6% | -8.6% | -6.5% |
| 1Y | -4.3% | +12.5% | -16.8% | -13.6% |
| 3Y | +25.9% | +61.4% | -35.5% | -17.5% |
| 5Y | +5.8% | +33.4% | -27.6% | -18.4% |
| 10Y | +262.5% | +201.5% | +61.0% | +37.7% |
| All | +1,562.2% | +797.8% | +764.4% | +134.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling