+307.4%
HBM vs VSXY
+37.5%
+269.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.1% | -3.6% | -1.1% |
| 7D | -3.3% | +0.1% | -3.4% | -3.3% |
| 30D | -4.8% | -18.7% | +13.9% | -1.2% |
| 3M | -0.4% | -4.0% | +3.5% | -0.2% |
| 6M | +17.9% | +67.5% | -49.6% | +3.6% |
| YTD | +33.7% | +39.7% | -5.9% | +21.2% |
| 1Y | +95.6% | +180.0% | -84.4% | +53.3% |
| 3Y | +458.1% | +337.3% | +120.8% | +267.6% |
| 5Y | +329.0% | +22.7% | +306.3% | +232.8% |
| All | +307.4% | +37.5% | +269.8% | +217.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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