+588.2%
HBM vs VSAT
+3.3%
+584.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | -3.3% | -1.3% | -2.0% | -3.0% |
| 30D | -4.8% | -14.8% | +10.0% | -0.9% |
| 3M | -0.4% | +2.2% | -2.6% | -3.0% |
| 6M | +17.9% | +60.2% | -42.3% | +0.2% |
| YTD | +33.7% | +115.6% | -81.9% | +3.5% |
| 1Y | +95.6% | +132.9% | -37.3% | +46.3% |
| 3Y | +458.1% | +216.1% | +242.0% | +215.5% |
| 5Y | +329.0% | +52.9% | +276.1% | +176.7% |
| All | +588.2% | +3.3% | +584.9% | +375.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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