+621.7%
VMC vs HDB
+3,812.1%
-3,190.4%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.4% | +1.1% |
| 7D | -4.3% | +0.4% | -4.8% | -4.5% |
| 30D | -8.2% | -2.8% | -5.4% | -7.4% |
| 3M | -7.0% | -3.5% | -3.5% | -6.1% |
| 6M | -10.8% | -24.7% | +14.0% | -2.1% |
| YTD | -7.4% | -36.6% | +29.2% | +7.6% |
| 1Y | -9.5% | -34.4% | +24.9% | +3.8% |
| 3Y | +20.5% | -24.4% | +44.9% | +28.4% |
| 5Y | +51.6% | -35.4% | +86.9% | +67.6% |
| 10Y | +150.0% | +39.5% | +110.5% | +98.9% |
| All | +621.7% | +3,812.1% | -3,190.4% | +116.0% |
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