+392.8%
HL vs VYM
+65.1%
+327.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -2.3% |
| 7D | -4.4% | -0.8% | -3.6% | -3.1% |
| 30D | +9.3% | -2.2% | +11.6% | +13.5% |
| 3M | +32.0% | +3.1% | +28.9% | +25.9% |
| 6M | -6.4% | +9.7% | -16.2% | -18.6% |
| YTD | +3.1% | +14.9% | -11.8% | -15.4% |
| 1Y | +77.6% | +17.6% | +60.0% | +41.4% |
| 3Y | +392.8% | +65.3% | +327.5% | +104.0% |
| All | +392.8% | +65.1% | +327.8% | +104.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling