-50.2%
VFC vs HBM
+285.4%
-335.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.5% | -2.6% |
| 7D | -1.4% | +5.1% | -6.5% | -2.6% |
| 30D | +24.6% | -15.8% | +40.5% | +29.0% |
| 3M | +38.4% | -22.4% | +60.8% | +45.3% |
| 6M | +15.3% | -20.2% | +35.5% | +18.2% |
| YTD | +12.7% | +9.0% | +3.7% | +5.7% |
| 1Y | +32.7% | +27.4% | +5.3% | +19.8% |
| 3Y | +43.7% | +424.2% | -380.5% | -9.6% |
| 5Y | -69.2% | +196.1% | -265.3% | -79.1% |
| All | -50.2% | +285.4% | -335.7% | -75.3% |
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