+315.6%
VWO vs HBM
+593.2%
-277.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.5% | +6.0% | 0.0% |
| 7D | -1.7% | -3.7% | +2.0% | -1.0% |
| 30D | -0.3% | -3.7% | +3.4% | +0.2% |
| 3M | +4.0% | +8.0% | -4.0% | +1.4% |
| 6M | +8.1% | +15.8% | -7.7% | +2.9% |
| YTD | +11.6% | +34.4% | -22.7% | +2.3% |
| 1Y | +16.2% | +98.2% | -81.9% | -2.4% |
| 3Y | +63.3% | +476.6% | -413.3% | +5.4% |
| 5Y | +33.4% | +331.1% | -297.8% | -13.4% |
| 10Y | +113.3% | +591.6% | -478.3% | +3.4% |
| All | +315.6% | +593.2% | -277.6% | +64.9% |
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