+1,173.4%
VSH vs HBM
+456.2%
+717.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.1% | -3.1% | -3.9% |
| 7D | +14.3% | +2.2% | +12.1% | +13.8% |
| 30D | -7.9% | -11.8% | +3.9% | -4.0% |
| 3M | -19.9% | -19.2% | -0.6% | -14.6% |
| 6M | -30.5% | -22.9% | -7.6% | -24.9% |
| YTD | +85.7% | +7.8% | +77.9% | +81.0% |
| 1Y | +98.9% | +34.9% | +64.0% | +82.8% |
| 3Y | +32.1% | +422.2% | -390.1% | -17.0% |
| 5Y | +39.7% | +192.8% | -153.1% | -5.1% |
| 10Y | +117.6% | +281.1% | -163.6% | +14.0% |
| All | +1,173.4% | +456.2% | +717.2% | +357.1% |
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