+589.9%
HBM vs VYM
+858.9%
-269.0%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.9% |
| YTD | +33.7% | +14.9% | +18.8% | +8.4% |
| 1Y | +95.6% | +17.6% | +78.0% | +53.5% |
| 3Y | +458.1% | +65.3% | +392.8% | +158.3% |
| 5Y | +329.0% | +78.7% | +250.3% | +83.7% |
| 10Y | +588.2% | +208.2% | +380.0% | +33.4% |
| All | +589.9% | +858.9% | -269.0% | -65.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling