+31.2%
VCIT vs HBM
+328.6%
-297.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +9.0% | -8.9% | -0.1% |
| 7D | +0.7% | +5.0% | -4.3% | +0.6% |
| 30D | +1.8% | -12.7% | +14.5% | +2.0% |
| 3M | -1.1% | -17.4% | +16.3% | -0.8% |
| 6M | -1.7% | -8.9% | +7.2% | -1.7% |
| YTD | -1.1% | +14.9% | -16.1% | -1.7% |
| 1Y | -0.4% | +41.4% | -41.8% | -1.3% |
| 3Y | +20.5% | +462.1% | -441.7% | +15.8% |
| 5Y | +3.8% | +224.0% | -220.2% | +0.1% |
| 10Y | +31.2% | +320.9% | -289.7% | +22.8% |
| All | +31.2% | +328.6% | -297.4% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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