+35.6%
VSH vs HBM
+522.1%
-486.4%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.8% | -6.8% | -3.3% |
| 7D | +6.2% | +7.4% | -1.1% | +3.1% |
| 30D | -11.1% | +5.1% | -16.2% | -13.2% |
| 3M | -44.9% | +11.1% | -56.0% | -47.5% |
| 6M | +90.0% | +30.2% | +59.7% | +70.2% |
| YTD | +118.8% | +46.2% | +72.6% | +84.4% |
| 1Y | +109.0% | +120.0% | -11.1% | +51.0% |
| 3Y | +35.6% | +527.4% | -491.8% | -34.9% |
| All | +35.6% | +522.1% | -486.4% | -34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling