-68.5%
VFC vs HBM
+619.2%
-687.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.5% | +4.8% | +4.5% |
| 7D | -1.4% | -3.3% | +1.9% | -0.8% |
| 30D | -9.0% | -4.8% | -4.2% | -8.3% |
| 3M | -24.2% | -0.4% | -23.7% | -25.1% |
| 6M | -18.5% | +17.9% | -36.4% | -23.6% |
| YTD | -25.9% | +33.7% | -59.6% | -33.2% |
| 1Y | -13.0% | +95.6% | -108.6% | -28.9% |
| 3Y | -20.3% | +458.1% | -478.5% | -50.1% |
| 5Y | -78.1% | +329.0% | -407.1% | -86.2% |
| All | -68.5% | +619.2% | -687.7% | -84.8% |
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