+117.8%
HBM vs VCLT
+102.9%
+14.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | +5.5% | 0.0% | +5.5% | +5.5% |
| 30D | +3.3% | +0.1% | +3.2% | +3.2% |
| 3M | +12.7% | -2.9% | +15.5% | +14.0% |
| 6M | +28.2% | -4.0% | +32.1% | +30.5% |
| YTD | +45.3% | -2.2% | +47.6% | +46.9% |
| 1Y | +121.7% | -2.6% | +124.3% | +124.5% |
| 3Y | +523.5% | +12.3% | +511.2% | +504.9% |
| 5Y | +393.9% | -16.4% | +410.3% | +398.8% |
| 10Y | +647.9% | +18.1% | +629.8% | +683.3% |
| All | +117.8% | +102.9% | +14.9% | +264.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling