-37.8%
HDB vs VIG
+62.2%
-100.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.4% |
| 7D | -4.9% | -1.2% | -3.7% | -4.0% |
| 30D | -5.8% | -2.8% | -3.0% | -3.7% |
| 3M | -5.2% | +2.5% | -7.7% | -6.9% |
| 6M | -25.7% | +8.1% | -33.8% | -29.9% |
| YTD | -39.6% | +9.6% | -49.1% | -43.6% |
| 1Y | -36.9% | +14.2% | -51.1% | -42.9% |
| 3Y | -29.7% | +56.1% | -85.8% | -51.5% |
| 5Y | -37.8% | +62.8% | -100.6% | -59.2% |
| All | -37.8% | +62.2% | -100.0% | -59.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling