+256.9%
HL vs VYM
+209.2%
+47.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -2.0% |
| 7D | -4.4% | -0.8% | -3.6% | -3.4% |
| 30D | +9.3% | -2.2% | +11.6% | +12.3% |
| 3M | +32.0% | +3.1% | +28.9% | +27.7% |
| 6M | -6.4% | +9.7% | -16.2% | -15.3% |
| YTD | +3.1% | +14.9% | -11.8% | -10.9% |
| 1Y | +77.6% | +17.6% | +60.0% | +49.9% |
| 3Y | +392.8% | +65.3% | +327.5% | +187.5% |
| 5Y | +234.1% | +78.7% | +155.4% | +84.2% |
| All | +256.9% | +209.2% | +47.7% | +10.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling