+61.1%
VZ vs HBM
+599.4%
-538.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.8% | -5.2% | +0.4% |
| 7D | +0.2% | +7.4% | -7.1% | 0.0% |
| 30D | +7.1% | +5.1% | +2.1% | +6.9% |
| 3M | +12.8% | +11.1% | +1.7% | +12.3% |
| 6M | +1.8% | +30.2% | -28.4% | +0.7% |
| YTD | +30.0% | +46.2% | -16.2% | +27.6% |
| 1Y | +24.3% | +120.0% | -95.7% | +20.1% |
| 3Y | +84.3% | +527.4% | -443.1% | +68.4% |
| 5Y | +25.9% | +400.4% | -374.5% | +14.9% |
| 10Y | +61.1% | +621.5% | -560.4% | +31.9% |
| All | +61.1% | +599.4% | -538.4% | +31.9% |
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 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