+205.5%
HD vs VT
+224.5%
-18.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +1.0% | +1.0% |
| 7D | -2.1% | +0.4% | -2.5% | -2.5% |
| 30D | -8.4% | +1.0% | -9.4% | -9.3% |
| 3M | +4.3% | +2.4% | +2.0% | +1.7% |
| 6M | -11.1% | +12.0% | -23.1% | -20.7% |
| YTD | -4.7% | +15.3% | -20.0% | -17.4% |
| 1Y | -19.8% | +22.6% | -42.4% | -34.8% |
| 3Y | +4.1% | +74.7% | -70.6% | -41.1% |
| 5Y | +10.3% | +66.1% | -55.8% | -34.5% |
| All | +205.5% | +224.5% | -18.9% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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