+1,229.4%
VSH vs HBM
+462.4%
+767.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.5% | -3.2% | -4.2% |
| 7D | +26.2% | +5.1% | +21.1% | +24.7% |
| 30D | -12.5% | -15.8% | +3.3% | -7.6% |
| 3M | -16.9% | -22.4% | +5.5% | -10.5% |
| 6M | -17.0% | -20.2% | +3.3% | -11.0% |
| YTD | +93.8% | +9.0% | +84.8% | +88.3% |
| 1Y | +99.3% | +27.4% | +72.0% | +85.9% |
| 3Y | +35.0% | +424.2% | -389.2% | -15.3% |
| 5Y | +45.8% | +196.1% | -150.3% | -1.2% |
| 10Y | +127.1% | +285.4% | -158.3% | +18.6% |
| All | +1,229.4% | +462.4% | +767.0% | +375.7% |
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