+1,546.0%
VUG vs HBM
+613.3%
+932.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.5% | -0.3% |
| 7D | -0.1% | -6.4% | +6.2% | +0.9% |
| 30D | -0.3% | +5.9% | -6.2% | -1.3% |
| 3M | -0.7% | -8.9% | +8.2% | 0.0% |
| 6M | +14.6% | +10.7% | +4.0% | +11.3% |
| YTD | +9.0% | +38.3% | -29.2% | +1.7% |
| 1Y | +14.9% | +121.3% | -106.5% | -0.7% |
| 3Y | +86.0% | +450.6% | -364.5% | +36.4% |
| 5Y | +76.7% | +338.0% | -261.3% | +29.1% |
| 10Y | +411.3% | +578.6% | -167.3% | +208.7% |
| All | +1,546.0% | +613.3% | +932.6% | +756.2% |
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