-47.1%
HIYY vs VT
+16.3%
-63.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | +0.8% |
| 7D | -0.3% | -2.0% | +1.7% | +3.9% |
| 30D | -8.9% | -1.4% | -7.4% | -6.0% |
| 3M | -3.0% | +4.7% | -7.7% | -10.8% |
| 6M | +11.0% | +11.4% | -0.3% | -10.1% |
| YTD | -15.7% | +13.1% | -28.7% | -33.8% |
| All | -47.1% | +16.3% | -63.4% | -61.4% |
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