+205.0%
HD vs VSH
+170.2%
+34.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -2.0% |
| 7D | -1.2% | +6.2% | -7.4% | -2.6% |
| 30D | -11.1% | -11.1% | 0.0% | -8.9% |
| 3M | +2.0% | -44.9% | +46.9% | +15.2% |
| 6M | -10.5% | +90.0% | -100.4% | -31.2% |
| YTD | -6.9% | +118.8% | -125.7% | -32.1% |
| 1Y | -23.2% | +109.0% | -132.2% | -43.8% |
| 3Y | +3.1% | +35.6% | -32.6% | -17.2% |
| 5Y | +7.4% | +66.7% | -59.3% | -21.9% |
| 10Y | +205.0% | +167.9% | +37.1% | +70.8% |
| All | +205.0% | +170.2% | +34.8% | +70.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling