+692.1%
VT vs HBM
+613.3%
+78.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | +0.4% | -6.4% | +6.8% | +1.5% |
| 30D | +1.0% | +5.9% | -4.9% | -0.2% |
| 3M | +2.4% | -8.9% | +11.3% | +3.1% |
| 6M | +12.0% | +10.7% | +1.3% | +8.3% |
| YTD | +15.3% | +38.3% | -22.9% | +6.7% |
| 1Y | +22.6% | +121.3% | -98.8% | +4.1% |
| 3Y | +74.7% | +450.6% | -375.9% | +22.7% |
| 5Y | +66.1% | +338.0% | -271.8% | +16.0% |
| 10Y | +225.0% | +578.6% | -353.6% | +79.8% |
| All | +692.1% | +613.3% | +78.8% | +247.4% |
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 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