-19.8%
HD vs VSH
+118.1%
-137.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.4% | -3.5% | +0.8% |
| 7D | -2.1% | +4.1% | -6.1% | -2.2% |
| 30D | -8.4% | -4.2% | -4.3% | -8.3% |
| 3M | +4.3% | -50.0% | +54.3% | +7.4% |
| 6M | -11.1% | +80.2% | -91.3% | -21.6% |
| YTD | -4.7% | +121.1% | -125.8% | -18.8% |
| 1Y | -19.8% | +112.0% | -131.8% | -33.2% |
| All | -19.8% | +118.1% | -137.9% | -33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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