+25.0%
HL vs VYM
+21.8%
+3.2%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +1.2% | +12.0% | +9.7% |
| 7D | +0.2% | +1.2% | -0.9% | -2.7% |
| 30D | -12.1% | +5.2% | -17.3% | -23.7% |
| 3M | -2.8% | +0.5% | -3.4% | -3.9% |
| 6M | -14.9% | +7.7% | -22.6% | -29.9% |
| YTD | -22.0% | +17.2% | -39.2% | -46.7% |
| 1Y | +25.0% | +21.7% | +3.4% | -21.9% |
| All | +25.0% | +21.8% | +3.2% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 1y: compounded portfolio wealth divided by compounded VYM 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…
1y analysis · Full analysis span regression · 6 months rolling