+41.5%
HDB vs VICR
+1,679.8%
-1,638.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +11.2% | -4.3% | +5.7% |
| 7D | +0.7% | +5.0% | -4.3% | +0.2% |
| 30D | +1.0% | -12.5% | +13.5% | +2.1% |
| 3M | -2.0% | -33.6% | +31.6% | +1.0% |
| 6M | -18.1% | +10.7% | -28.8% | -21.8% |
| YTD | -36.1% | +80.6% | -116.7% | -42.9% |
| 1Y | -34.0% | +288.4% | -322.4% | -46.8% |
| 3Y | -26.7% | +213.8% | -240.5% | -42.3% |
| 5Y | -33.9% | +58.8% | -92.7% | -46.3% |
| All | +41.5% | +1,679.8% | -1,638.3% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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