+8.5%
HD vs VST
+641.9%
-633.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | 0.0% |
| 7D | -1.2% | +10.9% | -12.1% | -2.0% |
| 30D | +20.9% | -15.6% | +36.5% | +22.2% |
| 3M | -0.2% | -7.8% | +7.6% | -0.1% |
| 6M | +14.5% | -12.0% | +26.5% | +14.6% |
| YTD | +4.3% | -16.9% | +21.2% | +4.5% |
| 1Y | -3.5% | -25.1% | +21.6% | -2.4% |
| 3Y | +30.1% | +297.1% | -266.9% | -11.8% |
| 5Y | +8.5% | +641.9% | -633.4% | -37.9% |
| All | +8.5% | +641.9% | -633.4% | -37.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling