+1,453.7%
HD vs VO
+827.2%
+626.4%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.1% |
| 7D | -2.1% | -0.3% | -1.8% | -1.8% |
| 30D | -8.4% | -0.3% | -8.1% | -8.2% |
| 3M | +4.3% | +2.9% | +1.4% | +1.7% |
| 6M | -11.1% | +9.3% | -20.5% | -17.7% |
| YTD | -4.7% | +14.2% | -18.9% | -15.1% |
| 1Y | -19.8% | +15.3% | -35.1% | -29.2% |
| 3Y | +4.1% | +56.2% | -52.1% | -29.8% |
| 5Y | +10.3% | +42.4% | -32.1% | -19.8% |
| 10Y | +203.2% | +194.7% | +8.4% | +17.3% |
| All | +1,453.7% | +827.2% | +626.4% | +112.8% |
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 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