+397.4%
HDV vs VT
+356.2%
+41.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -0.1% | +0.4% | -0.6% | -0.4% |
| 30D | +3.0% | +1.0% | +2.0% | +2.3% |
| 3M | +8.6% | +2.4% | +6.2% | +6.5% |
| 6M | +8.7% | +12.0% | -3.3% | -0.2% |
| YTD | +23.3% | +15.3% | +7.9% | +10.8% |
| 1Y | +24.6% | +22.6% | +2.1% | +7.2% |
| 3Y | +58.2% | +74.7% | -16.4% | +4.5% |
| 5Y | +80.0% | +66.1% | +13.9% | +22.0% |
| 10Y | +157.0% | +225.0% | -68.0% | +8.3% |
| All | +397.4% | +356.2% | +41.2% | +70.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling