+1,855.0%
VRT vs HBM
+367.4%
+1,487.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.7% | +0.6% | -2.0% |
| 7D | -17.7% | +2.4% | -20.1% | -18.2% |
| 30D | -20.0% | -16.0% | -4.0% | -15.3% |
| 3M | -28.1% | -21.3% | -6.7% | -22.5% |
| 6M | -42.8% | -12.2% | -30.6% | -41.0% |
| YTD | +20.0% | +10.7% | +9.3% | +14.7% |
| 1Y | +3.5% | +30.3% | -26.8% | -5.8% |
| 3Y | +366.1% | +432.2% | -66.1% | +185.4% |
| 5Y | +632.2% | +218.8% | +413.4% | +383.1% |
| All | +1,855.0% | +367.4% | +1,487.6% | +813.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling