+603.7%
VNQ vs HBM
+593.2%
+10.5%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -7.5% | +6.7% | +0.1% |
| 7D | -2.6% | -3.7% | +1.1% | -2.2% |
| 30D | -2.3% | -3.7% | +1.3% | -2.1% |
| 3M | -2.8% | +8.0% | -10.8% | -4.5% |
| 6M | +2.5% | +15.8% | -13.3% | -1.1% |
| YTD | +8.4% | +34.4% | -25.9% | +1.8% |
| 1Y | +6.8% | +98.2% | -91.4% | -5.4% |
| 3Y | +29.9% | +476.6% | -446.6% | -3.6% |
| 5Y | +7.2% | +331.1% | -323.9% | -20.3% |
| 10Y | +62.5% | +591.6% | -529.1% | -3.1% |
| All | +603.7% | +593.2% | +10.5% | +186.3% |
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 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