+593.2%
HBM vs VICR
+3,687.1%
-3,093.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -3.2% | -4.4% | -6.7% |
| 7D | -3.7% | -0.4% | -3.3% | -3.6% |
| 30D | -3.7% | -15.6% | +11.9% | +0.2% |
| 3M | +8.0% | -35.4% | +43.4% | +18.6% |
| 6M | +15.8% | +1.3% | +14.5% | +10.2% |
| YTD | +34.4% | +62.5% | -28.1% | +12.1% |
| 1Y | +98.2% | +255.5% | -157.3% | +31.4% |
| 3Y | +476.6% | +182.0% | +294.6% | +269.1% |
| 5Y | +331.1% | +42.9% | +288.2% | +193.2% |
| 10Y | +591.6% | +1,494.0% | -902.4% | +113.3% |
| All | +593.2% | +3,687.1% | -3,093.9% | +51.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling