+458.1%
HBM vs VICR
+209.3%
+248.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +11.2% | -11.6% | -3.2% |
| 7D | -3.3% | +5.0% | -8.3% | -4.6% |
| 30D | -4.8% | -12.5% | +7.7% | -2.4% |
| 3M | -0.4% | -33.6% | +33.2% | +7.7% |
| 6M | +17.9% | +10.7% | +7.2% | +11.0% |
| YTD | +33.7% | +80.6% | -46.9% | +13.6% |
| 1Y | +95.6% | +288.4% | -192.8% | +41.0% |
| 3Y | +458.1% | +213.8% | +244.3% | +269.2% |
| All | +458.1% | +209.3% | +248.8% | +269.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 3y: compounded portfolio wealth divided by compounded VICR 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…
3y analysis · Full analysis span regression · 6 months rolling