-14.3%
VMC vs HBM
+103.9%
-118.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.5% | +7.8% | +1.2% |
| 7D | -3.7% | -3.7% | 0.0% | -3.3% |
| 30D | -12.8% | -3.7% | -9.1% | -12.5% |
| 3M | -7.9% | +8.0% | -15.9% | -9.1% |
| 6M | -7.5% | +15.8% | -23.3% | -10.7% |
| YTD | -11.6% | +34.4% | -46.0% | -15.1% |
| 1Y | -14.3% | +98.2% | -112.4% | -19.3% |
| All | -14.3% | +103.9% | -118.2% | -19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling