-13.8%
VFC vs HBM
+103.9%
-117.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -7.5% | +6.0% | -0.5% |
| 7D | -3.3% | -3.7% | +0.4% | -2.8% |
| 30D | -14.0% | -3.7% | -10.4% | -13.8% |
| 3M | -22.6% | +8.0% | -30.6% | -24.0% |
| 6M | -24.7% | +15.8% | -40.5% | -28.6% |
| YTD | -29.0% | +34.4% | -63.3% | -33.6% |
| 1Y | -13.8% | +98.2% | -111.9% | -16.0% |
| All | -13.8% | +103.9% | -117.7% | -16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling