+135.1%
VGT vs HBM
+329.7%
-194.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.5% | +6.5% | +0.6% |
| 7D | -1.0% | -3.7% | +2.7% | -0.3% |
| 30D | -0.4% | -3.7% | +3.2% | 0.0% |
| 3M | +6.6% | +8.0% | -1.4% | +4.0% |
| 6M | +31.0% | +15.8% | +15.3% | +24.9% |
| YTD | +27.2% | +34.4% | -7.1% | +16.4% |
| 1Y | +34.5% | +98.2% | -63.7% | +12.6% |
| 3Y | +123.1% | +476.6% | -353.4% | +43.9% |
| All | +135.1% | +329.7% | -194.6% | +57.9% |
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 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