+588.2%
HBM vs VIG
+250.0%
+338.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -1.6% |
| 7D | -3.3% | -1.1% | -2.2% | -1.7% |
| 30D | -4.8% | -2.7% | -2.1% | -0.6% |
| 3M | -0.4% | +2.5% | -3.0% | -4.2% |
| 6M | +17.9% | +9.2% | +8.6% | +4.1% |
| YTD | +33.7% | +9.8% | +23.9% | +17.2% |
| 1Y | +95.6% | +12.4% | +83.2% | +66.2% |
| 3Y | +458.1% | +55.9% | +402.2% | +191.0% |
| 5Y | +329.0% | +63.9% | +265.1% | +112.8% |
| All | +588.2% | +250.0% | +338.2% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling