-33.7%
HDB vs VICR
+57.6%
-91.3%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +11.2% | -4.3% | +6.1% |
| 7D | +0.7% | +5.0% | -4.3% | +0.3% |
| 30D | +1.0% | -12.5% | +13.5% | +1.7% |
| 3M | -2.0% | -33.6% | +31.6% | +0.1% |
| 6M | -18.1% | +10.7% | -28.8% | -20.8% |
| YTD | -36.1% | +80.6% | -116.7% | -40.9% |
| 1Y | -34.0% | +288.4% | -322.4% | -43.4% |
| 3Y | -26.7% | +213.8% | -240.5% | -38.2% |
| All | -33.7% | +57.6% | -91.3% | -42.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling