+219.8%
VT vs HBM
+328.6%
-108.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +9.0% | -6.4% | +1.1% |
| 7D | +0.4% | +5.0% | -4.7% | -0.5% |
| 30D | -2.6% | -12.7% | +10.2% | -0.6% |
| 3M | -3.2% | -17.4% | +14.2% | -0.7% |
| 6M | +0.9% | -8.9% | +9.8% | +1.0% |
| YTD | +11.3% | +14.9% | -3.6% | +6.0% |
| 1Y | +14.0% | +41.4% | -27.4% | +4.8% |
| 3Y | +75.8% | +462.1% | -386.3% | +24.3% |
| 5Y | +57.8% | +224.0% | -166.2% | +17.0% |
| 10Y | +219.8% | +320.9% | -101.1% | +94.4% |
| All | +219.8% | +328.6% | -108.8% | +94.4% |
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