+143.6%
VMC vs HBM
+622.7%
-479.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.5% | +7.8% | +1.5% |
| 7D | -3.7% | -3.7% | 0.0% | -3.2% |
| 30D | -12.8% | -3.7% | -9.1% | -12.4% |
| 3M | -7.9% | +8.0% | -15.9% | -9.8% |
| 6M | -7.5% | +15.8% | -23.3% | -11.2% |
| YTD | -11.6% | +34.4% | -46.0% | -17.7% |
| 1Y | -14.3% | +98.2% | -112.4% | -25.6% |
| 3Y | +18.5% | +476.6% | -458.1% | -17.1% |
| 5Y | +46.8% | +331.1% | -284.3% | +2.9% |
| All | +143.6% | +622.7% | -479.0% | +35.8% |
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