-25.0%
HD vs VTRS
+66.8%
-91.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -14.3% |
| YTD | -8.3% | +35.7% | -44.1% | -15.3% |
| 1Y | -25.0% | +68.1% | -93.1% | -32.7% |
| All | -25.0% | +66.8% | -91.8% | -32.7% |
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