+820.6%
HBNC vs VT
+357.6%
+462.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.9% | +0.3% |
| 7D | -0.2% | +0.4% | -0.6% | -0.4% |
| 30D | +9.9% | -2.6% | +12.5% | +11.5% |
| 3M | +4.5% | -3.2% | +7.8% | +6.4% |
| 6M | +16.4% | +0.9% | +15.4% | +15.4% |
| YTD | +29.3% | +11.3% | +18.0% | +21.3% |
| 1Y | +37.1% | +14.0% | +23.1% | +26.8% |
| 3Y | +141.5% | +75.8% | +65.7% | +78.1% |
| 5Y | +30.0% | +57.8% | -27.9% | +1.4% |
| 10Y | +126.2% | +219.8% | -93.6% | +38.6% |
| All | +820.6% | +357.6% | +462.9% | +425.7% |
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