+6.2%
HD vs VSXY
+19.3%
-13.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.5% | -0.6% |
| 7D | -1.8% | -10.7% | +8.9% | -0.5% |
| 30D | -10.8% | -24.3% | +13.4% | -7.7% |
| 3M | -2.7% | +1.0% | -3.7% | -3.3% |
| 6M | -10.3% | +57.4% | -67.6% | -17.7% |
| YTD | -7.8% | +39.8% | -47.6% | -14.4% |
| 1Y | -23.1% | +196.5% | -219.6% | -37.0% |
| 3Y | +2.0% | +357.2% | -355.2% | -28.4% |
| 5Y | +6.2% | +18.9% | -12.7% | -7.1% |
| All | +6.2% | +19.3% | -13.1% | -7.1% |
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