-25.3%
HDB vs VO
+32.6%
-58.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.9% |
| 7D | +13.3% | -2.6% | +15.9% | +15.2% |
| 30D | +13.6% | -0.9% | +14.5% | +14.1% |
| 3M | +5.8% | -3.0% | +8.8% | +7.8% |
| 6M | -1.9% | +2.2% | -4.1% | -3.3% |
| YTD | -31.2% | +10.6% | -41.8% | -35.5% |
| 1Y | -29.6% | +12.5% | -42.1% | -34.7% |
| 3Y | -10.1% | +61.4% | -71.5% | -36.2% |
| All | -25.3% | +32.6% | -58.0% | -39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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