-67.6%
VFC vs HBM
+215.2%
-282.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +3.0% | +0.3% |
| 7D | +3.5% | +2.4% | +1.1% | +2.8% |
| 30D | +38.3% | -16.0% | +54.2% | +43.9% |
| 3M | +40.2% | -21.3% | +61.5% | +47.6% |
| 6M | +10.6% | -12.2% | +22.8% | +10.4% |
| YTD | +16.7% | +10.7% | +6.1% | +6.7% |
| 1Y | +45.0% | +30.3% | +14.7% | +26.1% |
| 3Y | +48.8% | +432.2% | -383.5% | -19.1% |
| 5Y | -67.6% | +218.8% | -286.4% | -81.2% |
| All | -67.6% | +215.2% | -282.7% | -81.2% |
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 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