+444.2%
V vs HD
+272.9%
+171.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.0% | -1.6% |
| 7D | -0.8% | +3.6% | -4.4% | -2.6% |
| 30D | +9.5% | +21.6% | -12.0% | -0.7% |
| 3M | +16.7% | +0.1% | +16.6% | +16.2% |
| 6M | +32.9% | +13.0% | +20.0% | +24.0% |
| YTD | +21.1% | +4.9% | +16.2% | +16.2% |
| 1Y | +26.6% | -2.1% | +28.7% | +25.8% |
| 3Y | +78.4% | +32.6% | +45.8% | +46.0% |
| 5Y | +105.5% | +8.2% | +97.2% | +84.1% |
| 10Y | +444.2% | +257.9% | +186.3% | +157.8% |
| All | +444.2% | +272.9% | +171.3% | +157.8% |
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