+174.0%
HDV vs VT
+223.7%
-49.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | -1.1% |
| 7D | -1.4% | +0.4% | -1.8% | -1.8% |
| 30D | +6.8% | -2.6% | +9.4% | +8.6% |
| 3M | +7.1% | -3.2% | +10.3% | +9.3% |
| 6M | +16.0% | +0.9% | +15.1% | +14.3% |
| YTD | +28.8% | +11.3% | +17.5% | +17.6% |
| 1Y | +32.3% | +14.0% | +18.3% | +18.5% |
| 3Y | +78.0% | +75.8% | +2.2% | +12.2% |
| 5Y | +84.4% | +57.8% | +26.5% | +25.6% |
| 10Y | +174.0% | +219.8% | -45.8% | +4.2% |
| All | +174.0% | +223.7% | -49.7% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling