-4.6%
HD vs VTRS
+90.6%
-95.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.6% | +4.9% | +6.1% |
| 7D | +11.9% | +2.4% | +9.5% | +11.3% |
| 30D | +26.4% | +9.1% | +17.3% | +23.8% |
| 3M | +2.8% | +9.4% | -6.6% | +0.4% |
| 6M | +15.5% | +28.3% | -12.9% | +8.3% |
| YTD | +5.5% | +58.0% | -52.5% | -6.9% |
| 1Y | -4.6% | +89.7% | -94.3% | -18.5% |
| All | -4.6% | +90.6% | -95.2% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 1y: compounded portfolio wealth divided by compounded VTRS 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…
1y analysis · Full analysis span regression · 6 months rolling