+219.2%
VT vs HBM
+301.8%
-82.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.7% | +3.2% | +0.1% |
| 7D | -0.1% | +2.4% | -2.5% | -0.6% |
| 30D | -3.1% | -16.0% | +12.9% | -0.5% |
| 3M | -3.5% | -21.3% | +17.8% | -0.2% |
| 6M | +0.5% | -12.2% | +12.7% | +1.1% |
| YTD | +10.8% | +10.7% | +0.1% | +6.2% |
| 1Y | +11.9% | +30.3% | -18.4% | +4.2% |
| 3Y | +73.0% | +432.2% | -359.3% | +23.3% |
| 5Y | +58.6% | +218.8% | -160.2% | +17.8% |
| 10Y | +219.2% | +281.4% | -62.2% | +95.6% |
| All | +219.2% | +301.8% | -82.6% | +95.6% |
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