+213.7%
VT vs HBM
+376.3%
-162.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | 0.0% |
| 7D | -2.3% | -3.6% | +1.3% | -1.7% |
| 30D | -5.0% | -19.2% | +14.2% | -1.8% |
| 3M | -4.9% | -20.5% | +15.6% | -1.8% |
| 6M | -1.5% | -12.8% | +11.3% | -0.8% |
| YTD | +8.5% | +5.4% | +3.1% | +4.9% |
| 1Y | +11.4% | +33.0% | -21.6% | +3.4% |
| 3Y | +70.1% | +357.3% | -287.2% | +24.5% |
| 5Y | +53.7% | +210.4% | -156.7% | +14.9% |
| All | +213.7% | +376.3% | -162.6% | +92.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling