+7.9%
HD vs VSXY
+37.5%
-29.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.1% | -2.1% | +0.6% |
| 7D | -3.8% | +0.1% | -4.0% | -3.9% |
| 30D | -9.4% | -18.7% | +9.2% | -7.2% |
| 3M | -4.6% | -4.0% | -0.6% | -4.5% |
| 6M | -10.1% | +67.5% | -77.6% | -17.8% |
| YTD | -8.3% | +39.7% | -48.0% | -14.5% |
| 1Y | -25.0% | +180.0% | -205.0% | -37.1% |
| 3Y | +1.5% | +337.3% | -335.7% | -25.7% |
| 5Y | +5.6% | +22.7% | -17.1% | -10.6% |
| All | +7.9% | +37.5% | -29.6% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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