+392.1%
VNQ vs HDB
+1,568.7%
-1,176.7%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.9% | +1.1% |
| 7D | -0.4% | -2.0% | +1.7% | +0.4% |
| 30D | -2.5% | -4.9% | +2.3% | -0.6% |
| 3M | +1.4% | -2.3% | +3.7% | +1.6% |
| 6M | +4.6% | -23.7% | +28.3% | +15.3% |
| YTD | +10.5% | -38.5% | +49.0% | +32.7% |
| 1Y | +8.4% | -36.5% | +44.9% | +28.1% |
| 3Y | +32.4% | -28.5% | +60.9% | +45.1% |
| 5Y | +5.5% | -37.4% | +42.8% | +19.0% |
| 10Y | +59.1% | +34.0% | +25.1% | +17.8% |
| All | +392.1% | +1,568.7% | -1,176.7% | +28.0% |
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