+297.8%
VTI vs HBM
+619.2%
-321.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | -0.9% | -3.3% | +2.4% | -0.5% |
| 30D | -1.4% | -4.8% | +3.4% | -0.9% |
| 3M | +3.6% | -0.4% | +4.0% | +2.9% |
| 6M | +13.6% | +17.9% | -4.3% | +9.0% |
| YTD | +12.9% | +33.7% | -20.8% | +5.4% |
| 1Y | +17.2% | +95.6% | -78.4% | +2.5% |
| 3Y | +75.7% | +458.1% | -382.4% | +25.9% |
| 5Y | +75.4% | +329.0% | -253.6% | +25.8% |
| All | +297.8% | +619.2% | -321.4% | +128.2% |
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