+160.2%
VFC vs HBM
+462.4%
-302.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.5% | -2.7% |
| 7D | -1.4% | +5.1% | -6.5% | -2.4% |
| 30D | +24.6% | -15.8% | +40.5% | +28.2% |
| 3M | +38.4% | -22.4% | +60.8% | +44.0% |
| 6M | +15.3% | -20.2% | +35.5% | +17.7% |
| YTD | +12.7% | +9.0% | +3.7% | +7.4% |
| 1Y | +32.7% | +27.4% | +5.3% | +22.7% |
| 3Y | +43.7% | +424.2% | -380.5% | +0.6% |
| 5Y | -69.2% | +196.1% | -265.3% | -77.1% |
| 10Y | -50.0% | +285.4% | -335.4% | -68.8% |
| All | +160.2% | +462.4% | -302.2% | +41.2% |
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 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