+1,024.4%
VRT vs HBM
+369.9%
+654.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.8% | -2.1% | +1.3% |
| 7D | +13.6% | +7.4% | +6.3% | +10.3% |
| 30D | +6.8% | +5.1% | +1.7% | +4.1% |
| 3M | -3.2% | +11.1% | -14.3% | -8.5% |
| 6M | +20.3% | +30.2% | -9.9% | +4.9% |
| YTD | +79.6% | +46.2% | +33.4% | +47.9% |
| 1Y | +139.0% | +120.0% | +19.0% | +65.7% |
| 3Y | +644.6% | +527.4% | +117.2% | +228.8% |
| 5Y | +1,024.4% | +400.4% | +624.0% | +450.6% |
| All | +1,024.4% | +369.9% | +654.5% | +450.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling