+13.8%
VRT vs HD
-3.1%
+16.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +6.5% | -19.4% | -11.9% |
| 7D | -15.4% | +11.9% | -27.3% | -14.4% |
| 30D | -19.0% | +26.4% | -45.4% | -18.6% |
| 3M | -23.8% | +2.8% | -26.7% | -22.4% |
| 6M | -37.9% | +15.5% | -53.3% | -37.6% |
| YTD | +27.0% | +5.5% | +21.4% | +29.8% |
| 1Y | +13.8% | -4.6% | +18.4% | +14.4% |
| All | +13.8% | -3.1% | +16.9% | +14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling