+8.1%
HD vs VSXY
+121.1%
-113.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.8% | -0.4% |
| 7D | +5.2% | +10.2% | -5.0% | +3.8% |
| 30D | +20.7% | +33.6% | -12.9% | +16.0% |
| 3M | +0.8% | +10.8% | -10.0% | -1.0% |
| 6M | +12.2% | +130.5% | -118.3% | -2.3% |
| YTD | +4.2% | +104.4% | -100.2% | -8.3% |
| 1Y | -2.6% | +216.5% | -219.1% | -20.2% |
| 3Y | +30.0% | +465.9% | -435.9% | -10.2% |
| 5Y | +8.1% | +123.1% | -115.0% | -13.0% |
| All | +8.1% | +121.1% | -113.0% | -13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling