+553.8%
HMY vs VT
+222.7%
+331.1%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.5% | +3.3% |
| 7D | +6.9% | -0.1% | +7.1% | +7.1% |
| 30D | +4.5% | -0.7% | +5.2% | +5.2% |
| 3M | +38.5% | +4.0% | +34.5% | +35.1% |
| 6M | +11.6% | +12.3% | -0.7% | +4.1% |
| YTD | +6.5% | +14.0% | -7.5% | -1.3% |
| 1Y | +44.0% | +20.3% | +23.7% | +29.1% |
| 3Y | +427.8% | +75.4% | +352.4% | +270.4% |
| 5Y | +600.0% | +66.0% | +534.0% | +396.4% |
| 10Y | +553.8% | +228.2% | +325.6% | +163.3% |
| All | +553.8% | +222.7% | +331.1% | +163.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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