+222.7%
VT vs HBM
+285.4%
-62.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.8% | -0.4% |
| 7D | +2.9% | +5.1% | -2.2% | +2.0% |
| 30D | -2.5% | -15.8% | +13.3% | +0.1% |
| 3M | -3.3% | -22.4% | +19.1% | +0.2% |
| 6M | +1.5% | -20.2% | +21.8% | +3.8% |
| YTD | +11.4% | +9.0% | +2.4% | +7.0% |
| 1Y | +11.9% | +27.4% | -15.4% | +4.6% |
| 3Y | +73.9% | +424.2% | -350.4% | +24.3% |
| 5Y | +57.9% | +196.1% | -138.2% | +18.7% |
| All | +222.7% | +285.4% | -62.7% | +98.6% |
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