-22.1%
HDB vs VIG
+65.3%
-87.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.5% |
| 7D | +6.9% | -0.3% | +7.3% | +7.1% |
| 30D | +15.2% | +4.9% | +10.3% | +10.8% |
| 3M | +11.7% | +2.9% | +8.8% | +9.1% |
| 6M | +7.5% | +11.2% | -3.7% | -1.1% |
| YTD | -28.8% | +16.0% | -44.8% | -36.5% |
| 1Y | -29.1% | +17.0% | -46.1% | -37.1% |
| 3Y | -7.0% | +66.9% | -73.9% | -39.2% |
| 5Y | -22.1% | +65.8% | -87.9% | -49.5% |
| All | -22.1% | +65.3% | -87.3% | -49.5% |
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