-94.4%
HTZ vs VYM
+80.7%
-175.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +0.4% | -8.4% | -8.8% |
| 7D | -27.5% | +0.1% | -27.6% | -26.8% |
| 30D | -21.9% | +3.0% | -24.8% | -25.0% |
| 3M | -29.2% | -1.0% | -28.2% | -26.7% |
| 6M | -75.2% | +6.4% | -81.6% | -77.5% |
| YTD | -70.8% | +15.9% | -86.7% | -76.9% |
| 1Y | -76.1% | +18.7% | -94.8% | -81.8% |
| 3Y | -82.5% | +72.8% | -155.3% | -92.8% |
| 5Y | -94.1% | +71.2% | -165.3% | -97.5% |
| All | -94.4% | +80.7% | -175.2% | -97.8% |
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