+30,424.6%
HD vs VTRS
+557.1%
+29,867.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -2.0% |
| 7D | -1.2% | -0.1% | -1.1% | -1.2% |
| 30D | -11.1% | +1.9% | -13.0% | -11.5% |
| 3M | +2.0% | +5.1% | -3.0% | +0.8% |
| 6M | -10.5% | +20.1% | -30.5% | -14.1% |
| YTD | -6.9% | +36.6% | -43.4% | -13.2% |
| 1Y | -23.2% | +64.1% | -87.3% | -31.3% |
| 3Y | +3.1% | +86.4% | -83.3% | -11.6% |
| 5Y | +7.4% | +40.9% | -33.5% | -4.5% |
| 10Y | +205.0% | -48.7% | +253.7% | +211.5% |
| All | +30,424.6% | +557.1% | +29,867.5% | +12,539.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling