+406.3%
HBM vs VLTO
+57.1%
+349.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.2% |
| 7D | -1.3% | +1.5% | -2.8% | -1.6% |
| 30D | -14.8% | +20.9% | -35.8% | -19.1% |
| 3M | -20.7% | +21.4% | -42.1% | -24.8% |
| 6M | -13.9% | +37.6% | -51.5% | -22.6% |
| YTD | +10.6% | +19.5% | -8.9% | +5.4% |
| 1Y | +32.4% | +22.0% | +10.3% | +24.4% |
| 3Y | +432.0% | +70.7% | +361.3% | +327.0% |
| All | +406.3% | +57.1% | +349.3% | +323.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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