+192.7%
VSH vs HBM
+619.2%
-426.4%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.5% | +6.6% | +6.3% |
| 7D | +4.8% | -3.3% | +8.1% | +5.6% |
| 30D | -0.7% | -4.8% | +4.1% | +0.4% |
| 3M | -43.1% | -0.4% | -42.6% | -43.2% |
| 6M | +91.8% | +17.9% | +73.9% | +82.1% |
| YTD | +131.6% | +33.7% | +97.9% | +109.9% |
| 1Y | +118.1% | +95.6% | +22.5% | +77.5% |
| 3Y | +40.9% | +458.1% | -417.2% | -16.1% |
| 5Y | +75.8% | +329.0% | -253.2% | +4.3% |
| All | +192.7% | +619.2% | -426.4% | +31.8% |
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