+4.5%
HD vs VWO
+32.1%
-27.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -0.8% |
| 7D | -3.9% | -1.7% | -2.2% | -3.0% |
| 30D | -13.1% | -0.3% | -12.8% | -13.0% |
| 3M | -3.4% | +4.0% | -7.4% | -5.5% |
| 6M | -12.6% | +8.1% | -20.7% | -16.3% |
| YTD | -9.2% | +11.6% | -20.9% | -14.6% |
| 1Y | -23.9% | +16.2% | -40.2% | -30.1% |
| 3Y | +0.4% | +63.3% | -62.8% | -23.6% |
| 5Y | +4.5% | +33.4% | -28.8% | -14.8% |
| All | +4.5% | +32.1% | -27.6% | -14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling