+1,483.5%
VUG vs HBM
+462.4%
+1,021.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.2% | 0.0% |
| 7D | +4.4% | +5.1% | -0.7% | +3.6% |
| 30D | -7.3% | -15.8% | +8.5% | -5.0% |
| 3M | -4.2% | -22.4% | +18.2% | -0.9% |
| 6M | -1.6% | -20.2% | +18.7% | +0.6% |
| YTD | +4.9% | +9.0% | -4.1% | +1.2% |
| 1Y | +3.8% | +27.4% | -23.6% | -2.4% |
| 3Y | +79.4% | +424.2% | -344.8% | +32.6% |
| 5Y | +63.9% | +196.1% | -132.2% | +26.9% |
| 10Y | +404.0% | +285.4% | +118.6% | +230.1% |
| All | +1,483.5% | +462.4% | +1,021.1% | +751.6% |
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