+613.3%
HBM vs VT
+691.6%
-78.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -6.4% | +0.4% | -6.8% | -7.0% |
| 30D | +5.9% | +1.0% | +4.9% | +4.4% |
| 3M | -8.9% | +2.4% | -11.3% | -10.7% |
| 6M | +10.7% | +12.0% | -1.3% | -5.0% |
| YTD | +38.3% | +15.3% | +22.9% | +13.3% |
| 1Y | +121.3% | +22.6% | +98.8% | +65.0% |
| 3Y | +450.6% | +74.7% | +375.9% | +137.3% |
| 5Y | +338.0% | +66.1% | +271.8% | +115.5% |
| 10Y | +578.6% | +225.0% | +353.6% | +31.6% |
| All | +613.3% | +691.6% | -78.3% | -42.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling