+835.9%
HOMB vs VT
+357.6%
+478.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.6% | -0.8% | -0.7% |
| 7D | -0.1% | +0.4% | -0.4% | -0.6% |
| 30D | +7.6% | -2.6% | +10.2% | +10.1% |
| 3M | -0.6% | -3.2% | +2.6% | +2.3% |
| 6M | +15.4% | +0.9% | +14.4% | +13.2% |
| YTD | +11.9% | +11.3% | +0.6% | -0.8% |
| 1Y | +14.0% | +14.0% | 0.0% | -1.4% |
| 3Y | +59.8% | +75.8% | -16.1% | -10.1% |
| 5Y | +34.3% | +57.8% | -23.6% | -16.0% |
| 10Y | +69.2% | +219.8% | -150.6% | -42.2% |
| All | +835.9% | +357.6% | +478.2% | +146.0% |
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