+824.9%
HBNC vs VT
+360.7%
+464.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.3% | -0.8% |
| 7D | -0.8% | -0.7% | -0.1% | -0.4% |
| 30D | +10.4% | -1.7% | +12.1% | +11.4% |
| 3M | +5.2% | -2.3% | +7.6% | +6.5% |
| 6M | +19.2% | +1.5% | +17.7% | +17.8% |
| YTD | +29.9% | +12.0% | +17.9% | +21.4% |
| 1Y | +35.9% | +12.9% | +23.1% | +26.5% |
| 3Y | +142.9% | +74.9% | +68.0% | +79.5% |
| 5Y | +31.2% | +59.9% | -28.7% | +1.7% |
| 10Y | +115.0% | +224.6% | -109.6% | +31.0% |
| All | +824.9% | +360.7% | +464.3% | +426.2% |
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