+458.1%
HBM vs VIG
+55.8%
+402.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -1.8% |
| 7D | -3.3% | -1.1% | -2.2% | -1.4% |
| 30D | -4.8% | -2.7% | -2.1% | +0.1% |
| 3M | -0.4% | +2.5% | -3.0% | -4.9% |
| 6M | +17.9% | +9.2% | +8.6% | +2.0% |
| YTD | +33.7% | +9.8% | +23.9% | +14.7% |
| 1Y | +95.6% | +12.4% | +83.2% | +62.3% |
| 3Y | +458.1% | +55.9% | +402.2% | +158.6% |
| All | +458.1% | +55.8% | +402.3% | +158.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling