+297.8%
HMY vs VT
+57.0%
+240.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -1.9% |
| 7D | -12.1% | +2.4% | -14.5% | -14.4% |
| 30D | -7.4% | -1.5% | -5.9% | -5.8% |
| 3M | -19.4% | -4.1% | -15.3% | -15.3% |
| 6M | -11.6% | +0.6% | -12.2% | -10.8% |
| YTD | -20.5% | +11.0% | -31.6% | -26.6% |
| 1Y | -11.4% | +13.3% | -24.7% | -19.5% |
| 3Y | +241.6% | +73.4% | +168.2% | +110.0% |
| All | +297.8% | +57.0% | +240.8% | +114.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling