+409.6%
VUG vs HBM
+622.7%
-213.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.5% | +7.0% | +0.7% |
| 7D | -1.9% | -3.7% | +1.9% | -1.4% |
| 30D | -1.6% | -3.7% | +2.1% | -1.2% |
| 3M | +4.4% | +8.0% | -3.6% | +2.3% |
| 6M | +13.2% | +15.8% | -2.6% | +8.9% |
| YTD | +7.5% | +34.4% | -26.9% | +0.1% |
| 1Y | +12.5% | +98.2% | -85.7% | -2.2% |
| 3Y | +86.0% | +476.6% | -390.6% | +31.8% |
| 5Y | +76.5% | +331.1% | -254.6% | +26.0% |
| All | +409.6% | +622.7% | -213.1% | +195.0% |
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