+523.4%
HMY vs VT
+223.7%
+299.8%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.6% | -0.1% | +0.5% |
| 7D | +15.8% | +0.4% | +15.4% | +15.3% |
| 30D | +4.3% | -2.6% | +6.9% | +6.5% |
| 3M | -8.1% | -3.2% | -4.9% | -5.5% |
| 6M | +1.7% | +0.9% | +0.8% | +2.1% |
| YTD | -7.3% | +11.3% | -18.6% | -12.3% |
| 1Y | +12.3% | +14.0% | -1.7% | +4.9% |
| 3Y | +315.1% | +75.8% | +239.2% | +194.3% |
| 5Y | +433.6% | +57.8% | +375.8% | +293.1% |
| 10Y | +523.4% | +219.8% | +303.6% | +153.6% |
| All | +523.4% | +223.7% | +299.8% | +153.6% |
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