-1.8%
HAYW vs VT
+78.9%
-80.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | +0.3% |
| 7D | +2.0% | +2.9% | -0.9% | -1.8% |
| 30D | +44.4% | -2.5% | +46.9% | +49.1% |
| 3M | +9.1% | -3.3% | +12.4% | +14.0% |
| 6M | +20.1% | +1.5% | +18.5% | +17.1% |
| YTD | +8.0% | +11.4% | -3.3% | -7.5% |
| 1Y | +4.1% | +11.9% | -7.9% | -11.6% |
| 3Y | +52.0% | +73.9% | -21.9% | -31.7% |
| 5Y | -34.5% | +57.9% | -92.4% | -65.9% |
| All | -1.8% | +78.9% | -80.8% | -53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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