-19.8%
HD vs VTRS
+66.3%
-86.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | -2.1% | +3.3% | -5.4% | -2.8% |
| 30D | -8.4% | -3.6% | -4.8% | -7.8% |
| 3M | +4.3% | +7.0% | -2.6% | +2.5% |
| 6M | -11.1% | +17.5% | -28.6% | -15.2% |
| YTD | -4.7% | +38.8% | -43.5% | -12.3% |
| 1Y | -19.8% | +69.2% | -89.0% | -28.4% |
| All | -19.8% | +66.3% | -86.1% | -28.4% |
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