+31.4%
VCIT vs HBM
+285.4%
-254.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.7% |
| 7D | -1.4% | +5.1% | -6.4% | -1.5% |
| 30D | +0.8% | -15.8% | +16.6% | +1.1% |
| 3M | -1.7% | -22.4% | +20.7% | -1.3% |
| 6M | -2.1% | -20.2% | +18.2% | -1.9% |
| YTD | -2.0% | +9.0% | -11.0% | -2.5% |
| 1Y | -1.5% | +27.4% | -28.8% | -2.2% |
| 3Y | +19.0% | +424.2% | -405.3% | +14.5% |
| 5Y | +3.8% | +196.1% | -192.4% | +0.2% |
| All | +31.4% | +285.4% | -254.0% | +23.1% |
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