+332.5%
HBM vs VCLT
-17.2%
+349.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -3.3% | -1.4% | -1.9% | -2.2% |
| 30D | -4.8% | -1.2% | -3.6% | -3.8% |
| 3M | -0.4% | -4.8% | +4.3% | +3.6% |
| 6M | +17.9% | -2.6% | +20.4% | +21.2% |
| YTD | +33.7% | -3.3% | +37.1% | +38.1% |
| 1Y | +95.6% | -4.8% | +100.4% | +104.3% |
| 3Y | +458.1% | +11.5% | +446.6% | +424.7% |
| All | +332.5% | -17.2% | +349.7% | +291.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 5y: compounded portfolio wealth divided by compounded VCLT 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…
5y analysis · Full analysis span regression · 6 months rolling