+81.1%
HMY vs VT
+345.0%
-263.9%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -4.1% | +7.1% | +6.0% |
| 7D | +7.4% | -4.2% | +11.6% | +10.8% |
| 30D | +0.3% | -5.8% | +6.1% | +4.9% |
| 3M | -3.9% | -5.2% | +1.3% | +0.3% |
| 6M | +11.5% | +0.1% | +11.4% | +12.8% |
| YTD | -11.0% | +8.2% | -19.2% | -14.0% |
| 1Y | +11.1% | +10.1% | +1.0% | +6.4% |
| 3Y | +266.3% | +69.7% | +196.6% | +161.9% |
| 5Y | +408.1% | +53.4% | +354.8% | +286.5% |
| 10Y | +468.9% | +219.2% | +249.7% | +157.4% |
| All | +81.1% | +345.0% | -263.9% | -52.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling