+224.6%
VT vs HBM
+274.8%
-50.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.2% | +1.1% |
| 7D | -0.7% | -1.3% | +0.6% | -0.5% |
| 30D | -1.7% | -14.8% | +13.1% | +0.7% |
| 3M | -2.3% | -20.7% | +18.4% | +0.9% |
| 6M | +1.5% | -13.9% | +15.4% | +2.5% |
| YTD | +12.0% | +10.6% | +1.4% | +7.4% |
| 1Y | +12.9% | +32.4% | -19.5% | +4.8% |
| 3Y | +74.9% | +432.0% | -357.1% | +24.7% |
| 5Y | +59.9% | +205.5% | -145.5% | +19.6% |
| 10Y | +224.6% | +291.1% | -66.5% | +98.7% |
| All | +224.6% | +274.8% | -50.2% | +98.7% |
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