+206.4%
HD vs VTRS
-48.4%
+254.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.8% |
| 7D | -3.8% | -2.2% | -1.6% | -3.4% |
| 30D | -9.4% | +3.3% | -12.8% | -10.1% |
| 3M | -4.6% | +2.0% | -6.6% | -5.2% |
| 6M | -10.1% | +19.9% | -30.0% | -13.8% |
| YTD | -8.3% | +35.7% | -44.1% | -14.6% |
| 1Y | -25.0% | +68.1% | -93.1% | -33.5% |
| 3Y | +1.5% | +87.1% | -85.5% | -13.6% |
| 5Y | +5.6% | +47.6% | -42.1% | -7.9% |
| All | +206.4% | -48.4% | +254.8% | +192.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling