+1,416.4%
VSH vs HBM
+613.3%
+803.0%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.9% | +5.4% | +4.7% |
| 7D | +4.1% | -6.4% | +10.4% | +5.9% |
| 30D | -4.2% | +5.9% | -10.1% | -5.8% |
| 3M | -50.0% | -8.9% | -41.1% | -48.7% |
| 6M | +80.2% | +10.7% | +69.5% | +74.6% |
| YTD | +121.1% | +38.3% | +82.8% | +100.0% |
| 1Y | +112.0% | +121.3% | -9.3% | +68.9% |
| 3Y | +22.5% | +450.6% | -428.1% | -25.2% |
| 5Y | +64.0% | +338.0% | -273.9% | -1.1% |
| 10Y | +170.4% | +578.6% | -408.2% | +20.5% |
| All | +1,416.4% | +613.3% | +803.0% | +405.1% |
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