+582.3%
HBM vs VT
+223.1%
+359.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -6.4% | +0.4% | -6.8% | -7.1% |
| 30D | +5.9% | +1.0% | +4.9% | +4.2% |
| 3M | -8.9% | +2.4% | -11.3% | -11.0% |
| 6M | +10.7% | +12.0% | -1.3% | -6.7% |
| YTD | +38.3% | +15.3% | +22.9% | +10.9% |
| 1Y | +121.3% | +22.6% | +98.8% | +60.0% |
| 3Y | +450.6% | +74.7% | +375.9% | +117.7% |
| 5Y | +338.0% | +66.1% | +271.8% | +98.8% |
| All | +582.3% | +223.1% | +359.2% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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