+25.9%
HBB vs VT
+166.7%
-140.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.6% | -5.1% | -5.0% |
| 7D | -4.7% | +0.4% | -5.1% | -5.0% |
| 30D | -9.8% | -2.6% | -7.2% | -7.6% |
| 3M | +0.2% | -3.2% | +3.4% | +3.1% |
| 6M | +51.4% | +0.9% | +50.4% | +49.8% |
| YTD | +93.7% | +11.3% | +82.4% | +75.6% |
| 1Y | +131.4% | +14.0% | +117.4% | +105.1% |
| 3Y | +160.1% | +75.8% | +84.2% | +57.2% |
| 5Y | +100.8% | +57.8% | +42.9% | +33.0% |
| All | +25.9% | +166.7% | -140.8% | -53.0% |
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