+203.4%
HD vs VYM
+207.1%
-3.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.0% |
| 7D | -3.9% | -1.9% | -2.0% | -2.0% |
| 30D | -13.1% | -2.6% | -10.5% | -10.7% |
| 3M | -3.4% | +3.6% | -7.0% | -6.8% |
| 6M | -12.6% | +8.7% | -21.2% | -19.5% |
| YTD | -9.2% | +14.1% | -23.4% | -20.5% |
| 1Y | -23.9% | +17.8% | -41.7% | -35.5% |
| 3Y | +0.4% | +64.5% | -64.1% | -39.5% |
| 5Y | +4.5% | +77.5% | -73.0% | -41.3% |
| All | +203.4% | +207.1% | -3.7% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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