-79.0%
VFC vs HBM
+392.2%
-471.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.0% |
| 7D | -2.3% | +5.5% | -7.9% | -3.8% |
| 30D | -13.4% | +3.3% | -16.6% | -14.4% |
| 3M | -23.7% | +12.7% | -36.4% | -27.2% |
| 6M | -24.5% | +28.2% | -52.7% | -31.8% |
| YTD | -27.8% | +45.3% | -73.1% | -38.0% |
| 1Y | -13.5% | +121.7% | -135.2% | -35.2% |
| 3Y | -27.1% | +523.5% | -550.6% | -61.2% |
| 5Y | -79.0% | +393.9% | -472.9% | -88.5% |
| All | -79.0% | +392.2% | -471.3% | -88.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling