-18.1%
HAYW vs VT
+85.3%
-103.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -1.6% | +0.4% | -2.1% | -2.2% |
| 30D | -14.0% | +1.0% | -15.0% | -15.1% |
| 3M | -1.8% | +2.4% | -4.2% | -5.1% |
| 6M | -10.2% | +12.0% | -22.2% | -23.4% |
| YTD | -9.9% | +15.3% | -25.2% | -26.3% |
| 1Y | -13.1% | +22.6% | -35.6% | -34.8% |
| 3Y | -6.6% | +74.7% | -81.3% | -58.0% |
| 5Y | -35.4% | +66.1% | -101.5% | -68.4% |
| All | -18.1% | +85.3% | -103.4% | -62.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling