-93.9%
HTZ vs VYM
+82.4%
-176.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.9% | +8.4% | +7.6% |
| 7D | -27.4% | -0.2% | -27.3% | -26.3% |
| 30D | -11.4% | +3.6% | -15.0% | -15.7% |
| 3M | -33.1% | -0.1% | -32.9% | -31.8% |
| 6M | -73.5% | +7.1% | -80.6% | -76.2% |
| YTD | -68.1% | +17.0% | -85.1% | -75.1% |
| 1Y | -74.3% | +19.0% | -93.3% | -80.5% |
| 3Y | -80.9% | +74.4% | -155.3% | -92.2% |
| 5Y | -93.8% | +72.7% | -166.5% | -97.4% |
| All | -93.9% | +82.4% | -176.4% | -97.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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