+783.8%
HDB vs VIG
+617.8%
+165.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.2% | -2.0% |
| 7D | -2.0% | -0.4% | -1.6% | -1.5% |
| 30D | -4.9% | -2.1% | -2.8% | -2.1% |
| 3M | -2.3% | +3.3% | -5.6% | -6.5% |
| 6M | -23.7% | +9.3% | -33.0% | -32.0% |
| YTD | -38.5% | +10.1% | -48.6% | -45.9% |
| 1Y | -36.5% | +14.7% | -51.2% | -47.2% |
| 3Y | -28.5% | +56.9% | -85.4% | -62.6% |
| 5Y | -37.4% | +62.9% | -100.3% | -69.7% |
| 10Y | +34.0% | +241.3% | -207.3% | -81.6% |
| All | +783.8% | +617.8% | +165.9% | -66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded VIG 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling