Regression from Jan 2007 - Aug 2014

Rm-Rf Alpha R2
0.90 -0.11% 0.894
Standard error 0.0327 0.0016
t-statistics 27.49 -0.06

Fund Profile

Symbol VHDYX
Issuer Vanguard
Type Mutual Fund
Region USA
Style Large Value

Rolling Charts:


Fund Returns from Jan 2007 - Aug 2014

Month RaR Rm-Rf Rf
200701 0.43 1.41 0.44
200702 -1.46 -1.95 0.38
200703 1.35 0.68 0.43
200704 4.01 3.49 0.44
200705 2.98 3.24 0.41
200706 -1.87 -1.96 0.40
200707 -3.58 -3.74 0.40
200708 2.16 0.92 0.42
200709 3.17 3.23 0.32
200710 0.06 1.80 0.32
200711 -3.58 -4.82 0.34
200712 -1.77 -0.86 0.27
200801 -3.30 -6.35 0.21
200802 -5.02 -3.09 0.13
200803 0.85 -0.94 0.17
200804 2.53 4.60 0.18
200805 -0.25 1.86 0.18
200806 -10.39 -8.44 0.17
200807 1.84 -0.77 0.15
200808 1.80 1.53 0.13
200809 -4.77 -9.24 0.15
200810 -14.60 -17.23 0.08
200811 -5.70 -7.86 0.03
200812 0.00 1.66 0.09
200901 -12.80 -8.12 0.00
200902 -13.66 -10.09 0.01
200903 10.15 8.95 0.02
200904 9.97 10.19 0.01
200905 5.85 5.21 0.00
200906 -0.46 0.43 0.01
200907 8.60 7.72 0.01
200908 5.03 3.32 0.01
200909 2.92 4.08 0.01
200910 -2.92 -2.59 0.00
200911 5.93 5.56 0.00
200912 1.30 2.75 0.01
201001 -3.10 -3.36 0.00
201002 2.42 3.40 0.00
201003 5.41 6.32 0.01
201004 1.81 2.00 0.00
201005 -7.81 -7.89 0.01
201006 -4.31 -5.56 0.01
201007 7.17 6.92 0.01
201008 -3.38 -4.77 0.01
201009 7.47 9.54 0.01
201010 3.26 3.88 0.01
201011 -0.56 0.60 0.01
201012 6.20 6.82 0.01
201101 1.46 2.01 0.01
201102 3.47 3.49 0.01
201103 0.76 0.48 0.01
201104 4.08 2.90 0.00
201105 -0.54 -1.27 0.00
201106 -1.21 -1.75 0.00
201107 -2.76 -2.34 0.00
201108 -2.78 -6.00 0.01
201109 -4.41 -7.60 0.00
201110 8.15 11.34 0.00
201111 1.32 -0.26 0.00
201112 3.04 0.74 0.00
201201 1.80 5.06 0.00
201202 3.13 4.43 0.00
201203 2.81 3.11 0.00
201204 0.00 -0.84 0.00
201205 -4.74 -6.20 0.01
201206 5.03 3.88 0.00
201207 2.12 0.79 0.00
201208 0.65 2.56 0.01
201209 2.65 2.74 0.01
201210 -1.00 -1.75 0.01
201211 -0.32 0.77 0.01
201212 0.16 1.18 0.01
201301 5.61 5.58 0.00
201302 2.22 1.28 0.00
201303 3.61 4.03 0.00
201304 2.96 1.56 0.00
201305 0.79 2.81 0.00
201306 -0.05 -1.21 0.00
201307 4.23 5.65 0.00
201308 -3.89 -2.69 0.00
201309 2.30 3.76 0.00
201310 4.71 4.17 0.00
201311 2.32 3.12 0.00
201312 2.14 2.81 0.00
201401 -4.02 -3.26 0.00
201402 3.63 4.65 0.00
201403 2.48 0.41 0.00
201404 2.05 -0.14 0.00
201405 1.58 2.06 0.00
201406 2.02 2.59 0.00
201407 -1.71 -2.05 0.00
201408 3.80 4.23 0.00

Other Funds


Use the form below to perform a regression analysis for a specific fund.

Pick a fund symbol, regression type, and optional start and end months to perform the calculation.