+52.1%
HAYW vs VT
+69.7%
-17.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -1.1% |
| 7D | +0.7% | -2.3% | +3.1% | +3.5% |
| 30D | +37.6% | -5.0% | +42.6% | +45.9% |
| 3M | +3.6% | -4.9% | +8.5% | +9.8% |
| 6M | +8.8% | -1.5% | +10.4% | +10.4% |
| YTD | +5.1% | +8.5% | -3.4% | -5.7% |
| 1Y | +1.6% | +11.4% | -9.8% | -12.0% |
| 3Y | +52.1% | +70.1% | -18.0% | -39.2% |
| All | +52.1% | +69.7% | -17.7% | -39.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling