+800.0%
VGT vs HBM
+619.2%
+180.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.3% |
| 7D | -0.2% | -3.3% | +3.1% | +0.4% |
| 30D | -0.4% | -4.8% | +4.4% | +0.2% |
| 3M | +4.4% | -0.4% | +4.9% | +3.8% |
| 6M | +32.1% | +17.9% | +14.2% | +26.3% |
| YTD | +28.8% | +33.7% | -4.9% | +19.3% |
| 1Y | +35.3% | +95.6% | -60.2% | +16.3% |
| 3Y | +124.8% | +458.1% | -333.4% | +54.7% |
| 5Y | +137.9% | +329.0% | -191.1% | +64.4% |
| All | +800.0% | +619.2% | +180.8% | +403.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling