+1,313.9%
HD vs VYM
+492.8%
+821.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.3% |
| 7D | -2.1% | 0.0% | -2.0% | -2.0% |
| 30D | -8.4% | -0.5% | -7.9% | -7.9% |
| 3M | +4.3% | +3.0% | +1.3% | +1.3% |
| 6M | -11.1% | +8.2% | -19.3% | -17.8% |
| YTD | -4.7% | +15.8% | -20.5% | -17.7% |
| 1Y | -19.8% | +20.8% | -40.7% | -33.7% |
| 3Y | +4.1% | +65.3% | -61.2% | -37.5% |
| 5Y | +10.3% | +76.6% | -66.3% | -37.7% |
| 10Y | +203.2% | +203.9% | -0.7% | -1.4% |
| All | +1,313.9% | +492.8% | +821.0% | +145.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling