+114.2%
HBNC vs VT
+222.7%
-108.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | +0.3% |
| 7D | +1.6% | +2.9% | -1.3% | -1.7% |
| 30D | +10.8% | -2.5% | +13.3% | +13.8% |
| 3M | +4.1% | -3.3% | +7.4% | +7.8% |
| 6M | +19.2% | +1.5% | +17.7% | +15.9% |
| YTD | +29.4% | +11.4% | +18.1% | +12.5% |
| 1Y | +36.0% | +11.9% | +24.1% | +17.5% |
| 3Y | +142.0% | +73.9% | +68.1% | +24.6% |
| 5Y | +31.9% | +57.9% | -26.0% | -23.9% |
| All | +114.2% | +222.7% | -108.5% | -53.1% |
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 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