+206.4%
HD vs VWO
+117.1%
+89.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.6% |
| 7D | -3.8% | -1.8% | -2.1% | -2.7% |
| 30D | -9.4% | -0.1% | -9.3% | -9.4% |
| 3M | -4.6% | +2.2% | -6.8% | -6.1% |
| 6M | -10.1% | +8.8% | -18.8% | -15.1% |
| YTD | -8.3% | +12.4% | -20.7% | -15.4% |
| 1Y | -25.0% | +15.6% | -40.6% | -32.3% |
| 3Y | +1.5% | +62.5% | -61.0% | -27.4% |
| 5Y | +5.6% | +34.3% | -28.7% | -15.0% |
| All | +206.4% | +117.1% | +89.3% | +84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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