+4.5%
HD vs VTEB
+1.2%
+3.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.3% |
| 7D | -3.8% | -0.9% | -2.9% | -2.1% |
| 30D | -9.4% | -2.5% | -6.9% | -4.8% |
| 3M | -4.6% | -3.0% | -1.6% | +1.3% |
| 6M | -10.1% | -2.1% | -8.0% | -5.9% |
| YTD | -8.3% | -1.5% | -6.8% | -5.1% |
| 1Y | -25.0% | +0.2% | -25.2% | -24.7% |
| 3Y | +1.5% | +8.6% | -7.0% | -10.4% |
| All | +4.5% | +1.2% | +3.3% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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