+228.7%
VTV vs HBM
+619.2%
-390.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | -1.1% | -3.3% | +2.2% | -0.7% |
| 30D | -1.0% | -4.8% | +3.8% | -0.6% |
| 3M | +4.6% | -0.4% | +5.1% | +4.0% |
| 6M | +13.5% | +17.9% | -4.4% | +9.3% |
| YTD | +18.5% | +33.7% | -15.2% | +11.5% |
| 1Y | +22.9% | +95.6% | -72.7% | +9.2% |
| 3Y | +67.8% | +458.1% | -390.3% | +24.6% |
| 5Y | +81.8% | +329.0% | -247.2% | +34.7% |
| All | +228.7% | +619.2% | -390.5% | +95.1% |
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