-19.9%
HDB vs VLTO
+27.2%
-47.1%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.2% |
| 7D | +0.4% | -2.3% | +2.7% | +0.8% |
| 30D | -2.8% | -0.9% | -1.9% | -2.7% |
| 3M | -3.5% | +13.8% | -17.4% | -5.5% |
| 6M | -24.7% | +2.0% | -26.7% | -25.2% |
| YTD | -36.6% | -3.2% | -33.4% | -36.7% |
| 1Y | -34.4% | -9.2% | -25.2% | -34.0% |
| All | -19.9% | +27.2% | -47.1% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 all: compounded portfolio wealth divided by compounded VLTO 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…
all analysis · Full analysis span regression · 6 months rolling