+1,202.4%
VUG vs HDB
+2,070.8%
-868.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | -1.1% | +6.9% | -8.0% | -3.0% |
| 30D | -7.0% | +15.2% | -22.2% | -10.9% |
| 3M | -3.7% | +11.7% | -15.4% | -7.1% |
| 6M | -1.6% | +7.5% | -9.1% | -4.5% |
| YTD | +5.1% | -28.8% | +33.9% | +14.7% |
| 1Y | +3.8% | -29.1% | +32.9% | +13.2% |
| 3Y | +79.9% | -7.0% | +86.9% | +78.0% |
| 5Y | +66.4% | -22.1% | +88.4% | +71.6% |
| 10Y | +405.3% | +64.9% | +340.4% | +299.9% |
| All | +1,202.4% | +2,070.8% | -868.4% | +403.7% |
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