+1,155.8%
VUG vs HDB
+1,997.4%
-841.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | +0.4% |
| 7D | -3.4% | +13.3% | -16.7% | -6.9% |
| 30D | -11.1% | +13.6% | -24.6% | -14.5% |
| 3M | -7.2% | +5.8% | -13.0% | -9.1% |
| 6M | -4.1% | -1.9% | -2.2% | -4.4% |
| YTD | +1.4% | -31.2% | +32.6% | +11.7% |
| 1Y | +1.9% | -29.6% | +31.5% | +11.4% |
| 3Y | +77.7% | -10.1% | +87.8% | +77.6% |
| 5Y | +57.6% | -24.3% | +81.9% | +63.9% |
| 10Y | +398.6% | +59.3% | +339.3% | +298.5% |
| All | +1,155.8% | +1,997.4% | -841.6% | +390.5% |
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