+351.2%
VZ vs HBM
+613.3%
-262.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.8% |
| 7D | +0.1% | -6.4% | +6.4% | +0.4% |
| 30D | +7.9% | +5.9% | +2.0% | +7.5% |
| 3M | +13.6% | -8.9% | +22.6% | +13.8% |
| 6M | +1.1% | +10.7% | -9.6% | 0.0% |
| YTD | +29.3% | +38.3% | -9.0% | +26.1% |
| 1Y | +21.2% | +121.3% | -100.1% | +15.2% |
| 3Y | +75.9% | +450.6% | -374.7% | +56.7% |
| 5Y | +24.1% | +338.0% | -313.9% | +10.1% |
| 10Y | +62.4% | +578.6% | -516.2% | +31.2% |
| All | +351.2% | +613.3% | -262.1% | +224.8% |
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 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