+634.9%
HLT vs VYM
+295.3%
+339.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.7% |
| 7D | -1.6% | -0.8% | -0.8% | -0.8% |
| 30D | -5.0% | -2.2% | -2.8% | -2.7% |
| 3M | -10.4% | +3.1% | -13.5% | -13.3% |
| 6M | +3.2% | +9.7% | -6.5% | -6.4% |
| YTD | +6.7% | +14.9% | -8.2% | -7.8% |
| 1Y | +10.3% | +17.6% | -7.3% | -7.0% |
| 3Y | +99.3% | +65.3% | +34.0% | +18.2% |
| 5Y | +143.7% | +78.7% | +65.0% | +34.9% |
| 10Y | +584.7% | +208.2% | +376.5% | +119.0% |
| All | +634.9% | +295.3% | +339.6% | +87.4% |
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