+70.4%
HDB vs VTEB
+26.0%
+44.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.2% | -1.2% |
| 7D | -4.9% | -0.7% | -4.2% | -4.1% |
| 30D | -5.8% | -2.1% | -3.8% | -3.6% |
| 3M | -5.2% | -2.7% | -2.5% | -2.3% |
| 6M | -25.7% | -2.1% | -23.6% | -23.8% |
| YTD | -39.6% | -1.1% | -38.5% | -38.7% |
| 1Y | -36.9% | +1.3% | -38.2% | -37.7% |
| 3Y | -29.7% | +9.0% | -38.7% | -36.0% |
| 5Y | -37.8% | +1.5% | -39.3% | -38.7% |
| 10Y | +33.7% | +18.5% | +15.2% | +30.5% |
| All | +70.4% | +26.0% | +44.4% | +84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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