+626.3%
HBCP vs VT
+510.7%
+115.7%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.1% | +0.2% |
| 7D | +1.1% | -2.3% | +3.4% | +2.4% |
| 30D | -7.3% | -5.0% | -2.4% | -4.7% |
| 3M | -14.9% | -4.9% | -10.0% | -12.6% |
| 6M | -4.5% | -1.5% | -2.9% | -4.0% |
| YTD | +7.5% | +8.5% | -1.0% | +2.0% |
| 1Y | +16.3% | +11.4% | +4.9% | +8.6% |
| 3Y | +80.1% | +70.1% | +10.0% | +33.9% |
| 5Y | +58.1% | +53.7% | +4.4% | +23.6% |
| 10Y | +174.7% | +220.0% | -45.3% | +60.1% |
| All | +626.3% | +510.7% | +115.7% | +260.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling