-50.0%
VTRS vs HBM
+619.2%
-669.1%
-82.0%
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 | -2.2% | -3.3% | +1.1% | -1.8% |
| 30D | +3.3% | -4.8% | +8.1% | +3.9% |
| 3M | +2.0% | -0.4% | +2.4% | +1.1% |
| 6M | +19.9% | +17.9% | +2.1% | +14.3% |
| YTD | +35.7% | +33.7% | +2.0% | +25.5% |
| 1Y | +68.1% | +95.6% | -27.5% | +44.5% |
| 3Y | +87.1% | +458.1% | -371.0% | +29.2% |
| 5Y | +47.6% | +329.0% | -281.4% | +1.5% |
| All | -50.0% | +619.2% | -669.1% | -73.0% |
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 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