+2,545.5%
VRT vs HBM
+513.7%
+2,031.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.6% | -9.0% | -9.4% |
| 7D | +2.4% | +5.5% | -3.1% | +0.8% |
| 30D | -2.7% | +3.3% | -6.0% | -3.9% |
| 3M | -9.2% | +12.7% | -21.8% | -13.1% |
| 6M | -0.5% | +28.2% | -28.7% | -9.2% |
| YTD | +62.3% | +45.3% | +17.0% | +42.2% |
| 1Y | +109.6% | +121.7% | -12.1% | +62.2% |
| 3Y | +573.1% | +523.5% | +49.5% | +286.6% |
| 5Y | +953.6% | +393.9% | +559.7% | +515.9% |
| All | +2,545.5% | +513.7% | +2,031.8% | +1,032.5% |
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