+257.9%
HD vs VUG
+405.9%
-148.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.8% | +0.1% | +0.9% |
| 7D | +3.6% | +0.5% | +3.1% | +3.1% |
| 30D | +21.6% | -8.2% | +29.7% | +28.6% |
| 3M | +0.1% | -5.4% | +5.6% | +3.5% |
| 6M | +13.0% | -2.5% | +15.5% | +13.8% |
| YTD | +4.9% | +4.2% | +0.7% | +0.4% |
| 1Y | -2.1% | +5.0% | -7.1% | -7.0% |
| 3Y | +32.6% | +81.7% | -49.1% | -20.4% |
| 5Y | +8.2% | +62.5% | -54.3% | -29.7% |
| 10Y | +257.9% | +396.3% | -138.4% | -8.5% |
| All | +257.9% | +405.9% | -148.0% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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