+270.0%
HD vs VTEB
+26.6%
+243.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -1.2% | -0.2% | -1.0% | -0.9% |
| 30D | -11.1% | -1.6% | -9.5% | -9.3% |
| 3M | +2.0% | -2.0% | +4.0% | +4.7% |
| 6M | -10.5% | -1.7% | -8.8% | -8.3% |
| YTD | -6.9% | -0.6% | -6.3% | -5.9% |
| 1Y | -23.2% | +1.8% | -25.0% | -24.6% |
| 3Y | +3.1% | +9.6% | -6.5% | -6.5% |
| 5Y | +7.4% | +2.1% | +5.3% | +4.4% |
| 10Y | +205.0% | +18.9% | +186.1% | +212.3% |
| All | +270.0% | +26.6% | +243.4% | +336.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling