+2,723.0%
VRT vs HBM
+483.9%
+2,239.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.9% | +5.3% | +4.6% |
| 7D | +9.1% | -6.4% | +15.5% | +11.3% |
| 30D | +0.9% | +5.9% | -5.0% | -1.2% |
| 3M | -13.4% | -8.9% | -4.5% | -11.7% |
| 6M | +11.7% | +10.7% | +1.0% | +6.5% |
| YTD | +73.2% | +38.3% | +35.0% | +54.0% |
| 1Y | +123.4% | +121.3% | +2.1% | +73.0% |
| 3Y | +606.2% | +450.6% | +155.6% | +319.2% |
| 5Y | +899.9% | +338.0% | +561.9% | +501.2% |
| All | +2,723.0% | +483.9% | +2,239.1% | +1,126.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling