+67.0%
VSH vs HBM
+392.2%
-325.2%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.9% |
| 7D | +3.5% | +5.5% | -2.0% | +1.7% |
| 30D | -4.4% | +3.3% | -7.7% | -5.6% |
| 3M | -45.8% | +12.7% | -58.5% | -47.9% |
| 6M | +90.1% | +28.2% | +61.9% | +75.6% |
| YTD | +120.3% | +45.3% | +75.0% | +94.0% |
| 1Y | +112.2% | +121.7% | -9.5% | +65.8% |
| 3Y | +36.6% | +523.5% | -486.9% | -19.8% |
| 5Y | +67.0% | +393.9% | -326.9% | -3.2% |
| All | +67.0% | +392.2% | -325.2% | -3.2% |
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