+75.1%
VTRS vs HBM
+649.7%
-574.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | 0.0% | -0.6% |
| 7D | -3.5% | +5.5% | -9.0% | -4.3% |
| 30D | +2.1% | +3.3% | -1.2% | +1.4% |
| 3M | +2.6% | +12.7% | -10.0% | -0.1% |
| 6M | +17.8% | +28.2% | -10.4% | +11.2% |
| YTD | +35.7% | +45.3% | -9.7% | +24.7% |
| 1Y | +63.5% | +121.7% | -58.2% | +39.7% |
| 3Y | +85.1% | +523.5% | -438.4% | +30.3% |
| 5Y | +42.5% | +393.9% | -351.4% | -0.5% |
| 10Y | -48.2% | +647.9% | -696.1% | -69.8% |
| All | +75.1% | +649.7% | -574.6% | -2.6% |
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