+734.2%
HBCP vs VT
+549.2%
+184.9%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.7% | +0.7% |
| 7D | +1.3% | +0.4% | +0.9% | +1.1% |
| 30D | -2.4% | +1.0% | -3.4% | -2.9% |
| 3M | +8.1% | +2.4% | +5.7% | +6.3% |
| 6M | +16.6% | +12.0% | +4.6% | +8.8% |
| YTD | +23.5% | +15.3% | +8.2% | +13.3% |
| 1Y | +26.6% | +22.6% | +4.0% | +12.1% |
| 3Y | +124.2% | +74.7% | +49.5% | +64.3% |
| 5Y | +111.4% | +66.1% | +45.3% | +58.4% |
| 10Y | +203.8% | +225.0% | -21.2% | +73.4% |
| All | +734.2% | +549.2% | +184.9% | +300.7% |
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