+70.6%
VZ vs HBM
+301.8%
-231.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.7% | +4.2% | +0.6% |
| 7D | +2.4% | +2.4% | 0.0% | +2.3% |
| 30D | +11.2% | -16.0% | +27.2% | +11.6% |
| 3M | 0.0% | -21.3% | +21.3% | +0.4% |
| 6M | +1.3% | -12.2% | +13.5% | +1.2% |
| YTD | +21.3% | +10.7% | +10.6% | +19.8% |
| 1Y | +23.9% | +30.3% | -6.4% | +21.7% |
| 3Y | +57.7% | +432.2% | -374.6% | +44.5% |
| 5Y | +21.2% | +218.8% | -197.6% | +12.2% |
| 10Y | +70.6% | +281.4% | -210.8% | +47.8% |
| All | +70.6% | +301.8% | -231.2% | +47.8% |
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