-81.6%
HTZ vs VYM
+74.7%
-156.3%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.3% |
| 7D | -8.5% | +3.7% | -12.2% | -15.5% |
| 30D | -18.9% | +3.7% | -22.6% | -23.6% |
| 3M | -36.0% | -0.7% | -35.3% | -33.9% |
| 6M | -74.6% | +7.2% | -81.8% | -77.6% |
| YTD | -70.8% | +16.9% | -87.8% | -78.0% |
| 1Y | -75.3% | +19.6% | -94.9% | -82.1% |
| 3Y | -81.6% | +74.6% | -156.2% | -95.8% |
| All | -81.6% | +74.7% | -156.3% | -95.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling