+13.8%
VRT vs HBM
+47.3%
-33.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +3.6% | -16.5% | -14.6% |
| 7D | -15.4% | -5.8% | -9.5% | -13.2% |
| 30D | -19.0% | -18.5% | -0.5% | -11.0% |
| 3M | -23.8% | -10.3% | -13.6% | -20.5% |
| 6M | -37.9% | +2.1% | -40.0% | -40.1% |
| YTD | +27.0% | +12.0% | +14.9% | +13.0% |
| 1Y | +13.8% | +49.8% | -36.0% | -17.3% |
| All | +13.8% | +47.3% | -33.5% | -17.3% |
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