+134.0%
HBANM vs VT
+66.1%
+67.9%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | +1.9% | -0.1% | +2.1% | +1.9% |
| 30D | -1.3% | -3.1% | +1.7% | -0.4% |
| 3M | -7.3% | -3.5% | -3.8% | -6.3% |
| 6M | -12.8% | +0.5% | -13.2% | -13.1% |
| YTD | -9.7% | +10.8% | -20.4% | -13.3% |
| 1Y | -12.8% | +11.9% | -24.7% | -16.6% |
| 3Y | +18.7% | +73.0% | -54.2% | -5.7% |
| 5Y | -1.7% | +58.6% | -60.3% | -19.4% |
| All | +134.0% | +66.1% | +67.9% | +90.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling