+260.9%
HD vs VST
+996.4%
-735.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.2% | +4.6% | -0.7% |
| 7D | +6.4% | -19.9% | +26.3% | +9.4% |
| 30D | +22.1% | -29.7% | +51.7% | +27.6% |
| 3M | -0.2% | -19.6% | +19.4% | +2.0% |
| 6M | +12.6% | -29.4% | +42.0% | +16.7% |
| YTD | +3.9% | -29.7% | +33.6% | +6.9% |
| 1Y | -3.7% | -40.0% | +36.3% | +1.4% |
| 3Y | +27.9% | +231.0% | -203.1% | -17.9% |
| 5Y | +7.8% | +500.1% | -492.2% | -42.3% |
| All | +260.9% | +996.4% | -735.5% | +73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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