-93.9%
HTZ vs VYM
+75.9%
-169.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -0.5% | -7.9% | -7.5% |
| 7D | -14.6% | -2.8% | -11.7% | -8.5% |
| 30D | -20.8% | +1.0% | -21.8% | -21.0% |
| 3M | -18.8% | -2.9% | -15.9% | -12.5% |
| 6M | -74.7% | +2.6% | -77.2% | -75.3% |
| YTD | -68.1% | +12.8% | -80.9% | -73.4% |
| 1Y | -73.5% | +16.8% | -90.3% | -79.1% |
| 3Y | -81.8% | +66.9% | -148.7% | -92.0% |
| 5Y | -95.2% | +66.5% | -161.7% | -97.8% |
| All | -93.9% | +75.9% | -169.8% | -97.5% |
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