+2,010.2%
VRT vs HBM
+360.4%
+1,649.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +2.0% |
| 7D | +18.6% | +5.1% | +13.6% | +16.9% |
| 30D | -11.7% | -15.8% | +4.2% | -6.5% |
| 3M | -27.3% | -22.4% | -4.9% | -21.3% |
| 6M | -42.9% | -20.2% | -22.6% | -39.3% |
| YTD | +29.5% | +9.0% | +20.5% | +24.4% |
| 1Y | +21.0% | +27.4% | -6.3% | +11.0% |
| 3Y | +403.1% | +424.2% | -21.1% | +209.5% |
| 5Y | +688.8% | +196.1% | +492.7% | +428.5% |
| All | +2,010.2% | +360.4% | +1,649.8% | +890.8% |
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