+76.0%
VUG vs HBM
+392.2%
-316.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | +0.1% | +5.5% | -5.4% | -0.9% |
| 30D | -1.7% | +3.3% | -5.0% | -2.5% |
| 3M | +2.8% | +12.7% | -9.8% | -0.1% |
| 6M | +13.6% | +28.2% | -14.6% | +6.8% |
| YTD | +8.1% | +45.3% | -37.2% | -1.6% |
| 1Y | +13.1% | +121.7% | -108.6% | -5.5% |
| 3Y | +87.0% | +523.5% | -436.6% | +23.5% |
| 5Y | +76.0% | +393.9% | -317.9% | +20.4% |
| All | +76.0% | +392.2% | -316.3% | +20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling