+575.5%
VMC vs HBM
+654.4%
-78.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.8% | -7.4% | -2.7% |
| 7D | -0.5% | +7.4% | -7.9% | -1.8% |
| 30D | -9.1% | +5.1% | -14.2% | -10.1% |
| 3M | -4.1% | +11.1% | -15.3% | -6.8% |
| 6M | -5.5% | +30.2% | -35.7% | -11.6% |
| YTD | -8.9% | +46.2% | -55.1% | -17.1% |
| 1Y | -12.9% | +120.0% | -133.0% | -26.9% |
| 3Y | +22.1% | +527.4% | -505.3% | -18.7% |
| 5Y | +52.7% | +400.4% | -347.7% | +0.5% |
| 10Y | +152.7% | +621.5% | -468.8% | +29.8% |
| All | +575.5% | +654.4% | -78.9% | +176.1% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling