+183.4%
VFC vs HDB
+3,812.1%
-3,628.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.5% |
| 7D | -1.6% | +0.4% | -2.0% | -1.7% |
| 30D | -11.6% | -2.8% | -8.8% | -10.9% |
| 3M | -18.1% | -3.5% | -14.6% | -17.5% |
| 6M | -27.4% | -24.7% | -2.6% | -21.6% |
| YTD | -24.8% | -36.6% | +11.7% | -14.9% |
| 1Y | -8.2% | -34.4% | +26.2% | +2.6% |
| 3Y | -29.1% | -24.4% | -4.7% | -24.6% |
| 5Y | -79.2% | -35.4% | -43.8% | -77.1% |
| 10Y | -68.1% | +39.5% | -107.6% | -72.1% |
| All | +183.4% | +3,812.1% | -3,628.7% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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