+73.5%
VFC vs HBM
+613.3%
-539.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.3% | +2.5% |
| 7D | -1.6% | -6.4% | +4.7% | -0.4% |
| 30D | -11.6% | +5.9% | -17.5% | -12.8% |
| 3M | -18.1% | -8.9% | -9.2% | -17.7% |
| 6M | -27.4% | +10.7% | -38.0% | -30.1% |
| YTD | -24.8% | +38.3% | -63.1% | -31.1% |
| 1Y | -8.2% | +121.3% | -129.5% | -23.4% |
| 3Y | -29.1% | +450.6% | -479.7% | -50.8% |
| 5Y | -79.2% | +338.0% | -417.2% | -85.5% |
| 10Y | -68.1% | +578.6% | -646.7% | -81.7% |
| All | +73.5% | +613.3% | -539.8% | -9.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling