+630.0%
VMC vs HBM
+456.2%
+173.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.6% | -0.4% |
| 7D | -1.3% | +2.2% | -3.5% | -1.7% |
| 30D | +15.5% | -11.8% | +27.3% | +17.7% |
| 3M | +0.6% | -19.2% | +19.8% | +3.8% |
| 6M | +2.1% | -22.9% | +25.0% | +5.0% |
| YTD | -1.6% | +7.8% | -9.4% | -5.9% |
| 1Y | -1.2% | +34.9% | -36.1% | -9.4% |
| 3Y | +35.3% | +422.2% | -386.9% | -7.3% |
| 5Y | +43.6% | +192.8% | -149.2% | +4.0% |
| 10Y | +126.7% | +281.1% | -154.4% | +31.4% |
| All | +630.0% | +456.2% | +173.9% | +213.4% |
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