+24.9%
HBB vs VT
+175.0%
-150.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.8% |
| 7D | +2.1% | +1.0% | +1.1% | +1.2% |
| 30D | -0.6% | -0.2% | -0.4% | -0.4% |
| 3M | +64.4% | +4.5% | +59.8% | +57.5% |
| 6M | +86.1% | +14.1% | +72.0% | +64.4% |
| YTD | +92.3% | +14.8% | +77.5% | +69.5% |
| 1Y | +118.3% | +21.2% | +97.1% | +83.0% |
| 3Y | +173.7% | +76.6% | +97.1% | +64.6% |
| 5Y | +124.0% | +66.6% | +57.4% | +41.1% |
| All | +24.9% | +175.0% | -150.1% | -54.6% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling