+247.9%
HL vs VYM
+484.2%
-236.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.3% |
| 7D | -5.6% | -1.9% | -3.8% | -3.3% |
| 30D | +12.7% | -2.6% | +15.3% | +16.5% |
| 3M | +42.5% | +3.6% | +38.9% | +36.9% |
| 6M | -9.0% | +8.7% | -17.7% | -17.2% |
| YTD | +4.4% | +14.1% | -9.7% | -10.1% |
| 1Y | +82.7% | +17.8% | +64.8% | +51.8% |
| 3Y | +406.3% | +64.5% | +341.8% | +182.3% |
| 5Y | +238.2% | +77.5% | +160.6% | +75.7% |
| 10Y | +268.9% | +206.1% | +62.7% | -4.6% |
| All | +247.9% | +484.2% | -236.3% | -63.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling