+164.1%
HBCP vs VT
+223.7%
-59.6%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | -1.3% |
| 7D | +0.1% | +0.4% | -0.2% | -0.4% |
| 30D | -5.5% | -2.6% | -2.9% | -3.3% |
| 3M | -13.7% | -3.2% | -10.4% | -11.2% |
| 6M | -3.3% | +0.9% | -4.2% | -5.1% |
| YTD | +8.9% | +11.3% | -2.4% | -3.9% |
| 1Y | +16.9% | +14.0% | +2.9% | +0.5% |
| 3Y | +84.9% | +75.8% | +9.0% | +2.0% |
| 5Y | +61.5% | +57.8% | +3.7% | -0.8% |
| 10Y | +164.1% | +219.8% | -55.7% | -5.4% |
| All | +164.1% | +223.7% | -59.6% | -5.4% |
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