+309.6%
IVV vs HD
+272.9%
+36.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.9% | -0.5% | +1.0% |
| 7D | +0.1% | +3.6% | -3.5% | -1.7% |
| 30D | -3.3% | +21.6% | -24.9% | -12.3% |
| 3M | -2.4% | +0.1% | -2.5% | -3.0% |
| 6M | +2.6% | +13.0% | -10.4% | -4.5% |
| YTD | +11.3% | +4.9% | +6.4% | +6.8% |
| 1Y | +13.4% | -2.1% | +15.5% | +12.5% |
| 3Y | +80.3% | +32.6% | +47.7% | +48.5% |
| 5Y | +72.7% | +8.2% | +64.5% | +55.5% |
| 10Y | +309.6% | +257.9% | +51.7% | +119.2% |
| All | +309.6% | +272.9% | +36.7% | +119.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HD.
Daily Out/Under-Performance
Portfolio return minus HD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HD 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 HD 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