+111.3%
HMY vs VT
+374.2%
-262.9%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.3% | -2.3% |
| 7D | +0.2% | +0.4% | -0.2% | -0.1% |
| 30D | +12.1% | +1.0% | +11.1% | +11.5% |
| 3M | +17.1% | +2.4% | +14.7% | +15.9% |
| 6M | +1.9% | +12.0% | -10.1% | -4.5% |
| YTD | +3.8% | +15.3% | -11.5% | -4.4% |
| 1Y | +47.5% | +22.6% | +24.9% | +30.7% |
| 3Y | +411.9% | +74.7% | +337.2% | +256.9% |
| 5Y | +516.1% | +66.1% | +449.9% | +341.5% |
| 10Y | +470.6% | +225.0% | +245.6% | +155.1% |
| All | +111.3% | +374.2% | -262.9% | -47.6% |
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 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