+11.9%
VNQ vs HBM
+35.9%
-24.0%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -7.4% | +5.5% | -1.7% |
| 7D | +2.5% | -11.9% | +14.4% | +2.8% |
| 30D | +7.0% | -23.6% | +30.6% | +7.6% |
| 3M | -1.9% | -20.5% | +18.6% | -1.4% |
| 6M | +2.3% | -7.9% | +10.1% | +1.6% |
| YTD | +11.8% | +3.8% | +8.1% | +9.2% |
| 1Y | +11.9% | +31.7% | -19.8% | +6.6% |
| All | +11.9% | +35.9% | -24.0% | +6.6% |
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