-51.4%
VG vs HBM
+142.5%
-193.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.1% |
| 7D | -22.0% | -3.6% | -18.4% | -21.7% |
| 30D | -11.6% | -19.2% | +7.5% | -9.6% |
| 3M | -14.9% | -20.5% | +5.6% | -13.2% |
| 6M | -3.5% | -12.8% | +9.3% | -4.5% |
| YTD | +70.0% | +5.4% | +64.5% | +42.4% |
| 1Y | +50.0% | +33.0% | +17.0% | +9.0% |
| All | -51.4% | +142.5% | -193.8% | -79.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling