+649.7%
HBM vs VIG
+814.8%
-165.1%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | +0.2% |
| 7D | +5.5% | -1.2% | +6.7% | +7.5% |
| 30D | +3.3% | -2.8% | +6.1% | +8.1% |
| 3M | +12.7% | +2.5% | +10.2% | +8.6% |
| 6M | +28.2% | +8.1% | +20.1% | +14.8% |
| YTD | +45.3% | +9.6% | +35.7% | +27.5% |
| 1Y | +121.7% | +14.2% | +107.6% | +83.2% |
| 3Y | +523.5% | +56.1% | +467.4% | +218.6% |
| 5Y | +393.9% | +62.8% | +331.1% | +142.2% |
| 10Y | +647.9% | +248.2% | +399.7% | +14.5% |
| All | +649.7% | +814.8% | -165.1% | -67.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling