+588.2%
HBM vs VYM
+209.2%
+379.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -1.6% |
| 7D | -3.3% | -0.8% | -2.5% | -2.0% |
| 30D | -4.8% | -2.2% | -2.6% | -1.2% |
| 3M | -0.4% | +3.1% | -3.5% | -5.1% |
| 6M | +17.9% | +9.7% | +8.2% | +2.7% |
| YTD | +33.7% | +14.9% | +18.8% | +8.2% |
| 1Y | +95.6% | +17.6% | +78.0% | +53.2% |
| 3Y | +458.1% | +65.3% | +392.8% | +157.0% |
| 5Y | +329.0% | +78.7% | +250.3% | +83.1% |
| All | +588.2% | +209.2% | +379.0% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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