+422.2%
HBM vs VT
+74.0%
+348.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -0.5% |
| 7D | +2.2% | +2.4% | -0.1% | -2.7% |
| 30D | -11.8% | -1.5% | -10.3% | -8.0% |
| 3M | -19.2% | -4.1% | -15.1% | -10.1% |
| 6M | -22.9% | +0.6% | -23.4% | -20.6% |
| YTD | +7.8% | +11.0% | -3.2% | -7.7% |
| 1Y | +34.9% | +13.3% | +21.6% | +11.2% |
| 3Y | +422.2% | +73.4% | +348.8% | +78.1% |
| All | +422.2% | +74.0% | +348.2% | +78.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling