+3,124.0%
VGT vs HBM
+654.4%
+2,469.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.8% | -5.9% | -1.2% |
| 7D | +1.8% | +7.4% | -5.5% | +0.6% |
| 30D | -0.3% | +5.1% | -5.4% | -1.3% |
| 3M | +3.4% | +11.1% | -7.8% | +0.9% |
| 6M | +35.0% | +30.2% | +4.8% | +27.5% |
| YTD | +28.8% | +46.2% | -17.5% | +18.5% |
| 1Y | +38.0% | +120.0% | -82.1% | +18.1% |
| 3Y | +125.8% | +527.4% | -401.6% | +58.2% |
| 5Y | +134.7% | +400.4% | -265.7% | +63.9% |
| 10Y | +792.6% | +621.5% | +171.1% | +415.1% |
| All | +3,124.0% | +654.4% | +2,469.6% | +1,461.5% |
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