-33.7%
HDB vs VYM
+77.5%
-111.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.7% | +6.2% | +6.4% |
| 7D | +0.7% | -0.8% | +1.5% | +1.3% |
| 30D | +1.0% | -2.2% | +3.2% | +2.8% |
| 3M | -2.0% | +3.1% | -5.0% | -4.2% |
| 6M | -18.1% | +9.7% | -27.8% | -23.5% |
| YTD | -36.1% | +14.9% | -51.0% | -42.3% |
| 1Y | -34.0% | +17.6% | -51.6% | -41.4% |
| 3Y | -26.7% | +65.3% | -92.0% | -51.5% |
| All | -33.7% | +77.5% | -111.2% | -58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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