+31.5%
VCIT vs HBM
+274.8%
-243.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | +0.1% | 0.0% |
| 7D | -0.5% | -1.3% | +0.8% | -0.5% |
| 30D | +1.5% | -14.8% | +16.3% | +1.7% |
| 3M | -1.0% | -20.7% | +19.7% | -0.6% |
| 6M | -1.7% | -13.9% | +12.3% | -1.6% |
| YTD | -1.4% | +10.6% | -12.0% | -1.9% |
| 1Y | -0.9% | +32.4% | -33.3% | -1.8% |
| 3Y | +19.8% | +432.0% | -412.2% | +15.3% |
| 5Y | +4.6% | +205.5% | -200.9% | +1.0% |
| 10Y | +31.5% | +291.1% | -259.6% | +23.2% |
| All | +31.5% | +274.8% | -243.3% | +23.2% |
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