+643.4%
VT vs HBM
+435.3%
+208.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -7.4% | +3.3% | -2.8% |
| 7D | -4.2% | -11.9% | +7.7% | -2.1% |
| 30D | -5.8% | -23.6% | +17.8% | -1.6% |
| 3M | -5.2% | -20.5% | +15.3% | -2.0% |
| 6M | +0.1% | -7.9% | +8.0% | 0.0% |
| YTD | +8.2% | +3.8% | +4.5% | +4.8% |
| 1Y | +10.1% | +31.7% | -21.6% | +2.2% |
| 3Y | +69.7% | +342.4% | -272.7% | +23.6% |
| 5Y | +53.4% | +205.5% | -152.1% | +13.8% |
| 10Y | +219.2% | +379.4% | -160.2% | +87.2% |
| All | +643.4% | +435.3% | +208.0% | +241.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling